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