The nisio semigroup for controlled diffusions with partial observations
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Publication:3728792
DOI10.1080/17442508608833387zbMath0596.93068MaRDI QIDQ3728792
Publication date: 1986
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508608833387
nonlinear semigroups; nonlinear filtering; measure-valued process; Bellman principle; control of partially observed diffusions
93E11: Filtering in stochastic control theory
47H20: Semigroups of nonlinear operators
49L20: Dynamic programming in optimal control and differential games
93E20: Optimal stochastic control
28A33: Spaces of measures, convergence of measures
60B99: Probability theory on algebraic and topological structures
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The probabilistic structure of controlled diffusion processes, A partial history of the early development of continuous-time nonlinear stochastic systems theory
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