Optimal Control of Partially Observable Diffusions

Cited in

(48)

Principles of minimum in problems of optimal control of random processes
On the existence of optimal controls for quasilinear parabolic partial differential equations
Necessary conditions for optimality of Cauchy problems for parabolic partial delay-differential equations
Résolution de problèmes elliptiques quasilineaires
Existence of optimal controls for systems governed by parabolic partial differential equations with Cauchy boundary conditions
Necessary conditions for optimal controls for systems governed by parabolic partial delay-differential equations in divergence form with first boundary conditions
On the stochastic maximum principle in Banach space
On the optimal control of systems governed by quasilinear integro-partial differential equations of parabolic type
Optimal control of certain quasilinear stochastic systems
Stochastic control of system with unobserved jump parameter process
Optimal control of systems governed by time-delayed, second-order, linear, parabolic partial differential equations with a first boundary condition
Stochastic controls with terminal contingent conditions
Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis
Strategies using an observer for steering a random motion of a point in a multitarget environment
Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations
An efficient numerical algorithm for solving data driven feedback control problems
Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system
Optimal stochastic control
Stochastic differential games
Teoremi d'esistenza per problemi di controllo ottimo retti da equazioni ellittiche o paraboliche
Risk-Sensitive Mean-Field Type Control Under Partial Observation
Gradient method for computing optimal controls for stochastic differential equations
Problems of differential and topological diagnostics. II: Problem of differential diagnostics
Problems of differential and topological diagnostics. III: The checking problem
On the existence of optimal controls of systems governed by quasilinear parabolic partial delay-differential equations
Optimal feedback control laws using random sampling of the observation
Optimal bang-bang control of partially observable stochastic systems†
Bang-bang partially observable feedback strategies for a rendezvous problem†
First-order strong variation algorithm for optimal control problems involving parabolic systems
Optimal feedback control for a class of stochastic systems
Solutions of generalized stochastic optimization problems
Optimal control of systems governed by stochastic McShane differential equations with fixed terminal time
On optimal parameter selection for stochastic Ito differential systems
Ergodic control of diffusions with random intervention times
Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps
Problems of differential and topological diagnostics. V: The case of trajectorial measurements with error
Problems of differential and topological diagnostics. VI: Statistical solving of the problem of differential diagnostics
Problems of differential and topological diagnostics. IV: The case of exact trajectorial measurements
Problems of differential and topological diagnostics. I: Motion equations and classification of malfunctions
The technique for accurate and approximate synthesis of optimal continuous-time stochastic control systems
A maximum principle for partially observed optimal control of forward-backward stochastic control systems
A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps
A numerical method for solving stochastic linear quadratic problem with a finance application
Stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with Teugels martingales
Assimilating partial observation to enhance feedback control of stochastic dynamical systems
Optimal control of stochastic partial differential equations with partial observations: stochastic maximum principles and numerical approximation
On the system governed by parabolic partial delay-differential equations with first boundary conditions
Computation of suboptimal randomized strategies for steering the random motion of a point under partial observation

This page was built for publication: Optimal Control of Partially Observable Diffusions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5552915)