scientific article; zbMATH DE number 1254160

MaRDI QIDQ4227196zbMATH OpenFDO

Authors Matthew R. James

Publication date 23 February 1999

zbMATH Keywords

large deviationsminimax gamesNisio semigroupsnonlinear \(H_\infty\) controlnonlinear infinite-dimensional dynamic programmingpartially observed risk-sensitive controlrobust controlsingular information states

Mathematics Subject Classification ID

Large deviations (60F10) Differential games (aspects of game theory) (91A23) (H^infty)-control (93B36) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Recommendations

• Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
• Nonlinear semigroup arising in the control of diffusions with partial observation
• Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games
• Partially observed risk-sensitive stochastic control problems with non-convexity restriction
• Minimum principle for partially observable nonlinear risk-sensitive control problems using measure-valued decompositions
• Partially observable nonlinear risk-sensitive control problems: dynamic programming and verification theorems
• Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games
• Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation

Cited in

(3)

• The nisio semigroup for controlled diffusions with partial observations
• Minimum principle for partially observable nonlinear risk-sensitive control problems using measure-valued decompositions
• Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation

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