Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem |
scientific article |
Statements
Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (English)
0 references
25 January 2019
0 references
partial observation control problem
0 references
randomization of controls
0 references
dynamic programming principle
0 references
Bellman equation
0 references
Wasserstein space
0 references
viscosity solutions
0 references
0 references
0 references
0 references
0 references
0 references
