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
default for all languages
No label defined
    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
      0 references
      0 references
      0 references
      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
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references