A characterization of ε-optimal controls for stochastic systems with partial observations via the unnormalized conditional density (Q3710442)
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English | A characterization of ε-optimal controls for stochastic systems with partial observations via the unnormalized conditional density |
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A characterization of ε-optimal controls for stochastic systems with partial observations via the unnormalized conditional density (English)
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1984
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partially observed diffusion
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Nisio nonlinear semigroup
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\(\epsilon \) - optimal piecewise constant control
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