Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation (Q4723665)
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scientific article; zbMATH DE number 3995577
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| English | Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation |
scientific article; zbMATH DE number 3995577 |
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Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation (English)
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1986
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controlled diffusions
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Bellman principle
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optimal stochastic control problem with partial observation
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optimal stopping
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Zakai's equation
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0.94920206
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0.94387245
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0.91037875
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0.9031126
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0.88991773
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0.88862276
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0.8885934
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