The nisio semigroup for controlled diffusions with partial observations
DOI10.1080/17442508608833387zbMATH Open0596.93068OpenAlexW1978919342MaRDI QIDQ3728792FDOQ3728792
Publication date: 1986
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508608833387
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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)
Cites Work
Cited In (7)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- The probabilistic structure of controlled diffusion processes
- Nonlinear semigroup arising in the control of diffusions with partial observation
- Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation
- A note on a nonlinear semigroup for controlled partially observed diffusions
- Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach
- Nonlinear semigroup for the unnormalized conditional density
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