Nonlinear semigroup arising in the control of diffusions with partial observation
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Publication:3479304
DOI10.1080/17442509008833630zbMath0701.60032MaRDI QIDQ3479304
Alain Bensoussan, Makiko Nisio
Publication date: 1990
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509008833630
dynamic programming; stochastic control; Bellman principle; control of diffusions with partial observation
90C39: Dynamic programming
60G35: Signal detection and filtering (aspects of stochastic processes)
93E20: Optimal stochastic control
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