On stochastic relaxed control for partially observed diffusions
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Cites work
- scientific article; zbMATH DE number 3245885 (Why is no real title available?)
- Nonlinear Semigroup for Controlled Partially Observed Diffusions
- On the Computation of the Reachable/Observable Canonical Form
- On the Existence of Optimal Controls for Partially Observed Diffusions
- Partially Observed Diffusions and Their Control
Cited in
(33)- Control of a partially observed diffusion up to an exit time
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- Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation
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- Some Remark on Optimal Stochastic Control with Partial Information
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- Existence of optimal controls for stochastic Volterra equations
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- Numerical methods for portfolio selection with bounded constraints
- Controlled partially observed diffusions with correlated noise
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