On stochastic relaxed control for partially observed diffusions (Q4743525)
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scientific article; zbMATH DE number 3798781
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| English | On stochastic relaxed control for partially observed diffusions |
scientific article; zbMATH DE number 3798781 |
Statements
On stochastic relaxed control for partially observed diffusions (English)
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1984
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stochastic relaxed control
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unnormalized conditional distribution
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Bellman principle
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nonlinear semigroup
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Girsanov transformation
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