Partially observed control of Markov processes. IV

DOI10.1016/0022-1236(92)90018-EzbMATH Open0767.60063MaRDI QIDQ1803323FDOQ1803323

Authors: Omar Hijab 

Publication date: 29 June 1993

Published in: Journal of Functional Analysis (Search for Journal in Brave)

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zbMATH Keywords

existenceuniquenessvariational problemsdegenerate elliptic nonlinear second order equations

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Variational methods for elliptic systems (35J50) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
• Viscosity Solutions of Hamilton-Jacobi Equations
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• On stochastic relaxed control for partially observed diffusions
• Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
• Hamilton-Jacobi equations in infinite dimensions. I: Uniqueness of viscosity solutions
• Hamilton-Jacobi equations in infinite dimensions. III
• Optimal Control for Partially Observed Diffusions
• Infinite-dimensional Hamilton-Jacobi equations with large zeroth-order coefficient
• Control of Degenerate Diffusions in R d
• partially observed control of markov processes, I
• On certain systems of parabolic equations
• Title not available (Why is that?)
• Measure-valued processes in the control of partially-observable stochastic systems

Cited In (6)

• Title not available (Why is that?)
• Random relaxed controls and partially observed stochastic systems
• Partially observed Markov decision processes. From filtering to controlled sensing
• Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes
• Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach
• Title not available (Why is that?)

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