The nisio semigroup for controlled diffusions with partial observations
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Publication:3728792
nonlinear filteringnonlinear semigroupsmeasure-valued processBellman principlecontrol of partially observed diffusions
Filtering in stochastic control theory (93E11) Probability theory on algebraic and topological structures (60B99) Spaces of measures, convergence of measures (28A33) Semigroups of nonlinear operators (47H20) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
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Cites work
Cited in
(7)- Nonlinear semigroup for the unnormalized conditional density
- The probabilistic structure of controlled diffusion processes
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation
- Nonlinear semigroup arising in the control of diffusions with partial observation
- Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach
- A note on a nonlinear semigroup for controlled partially observed diffusions
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