Partially Observed Diffusions and Their Control
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Cited in
(16)- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- On stochastic relaxed control for partially observed diffusions
- The probabilistic structure of controlled diffusion processes
- Existence of optimal controls for partially observed diffusions
- On Borkar and Young relaxed control topologies and continuous dependence of invariant measures on control policy
- Isomorphism Properties of Optimality and Equilibrium Solutions Under Equivalent Information Structure Transformations: Stochastic Dynamic Games and Teams
- Random relaxed controls and partially observed stochastic systems
- Optimal investment with a noisy signal of future stock prices
- Geometry of information structures, strategic measures and associated stochastic control topologies
- Some Remark on Optimal Stochastic Control with Partial Information
- Controlled diffusions under full, partial, and decentralized information: existence of optimal policies and discrete-time approximations
- Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement
- Partially observable optimal control using exponential cost criterion
- Another look at partially observed optimal stochastic control: existence, ergodicity, and approximations without belief-reduction
- Optimal adaptive control with separable drift uncertainty
- Stochastic control with delayed information and related nonlinear master equation
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