On stochastic relaxed control for partially observed diffusions
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Publication:4743525
DOI10.1017/S0027763000020742zbMath0506.60055MaRDI QIDQ4743525
Wendell H. Fleming, Makiko Nisio
Publication date: 1984
Published in: Nagoya Mathematical Journal (Search for Journal in Brave)
nonlinear semigroupGirsanov transformationBellman principleunnormalized conditional distributionstochastic relaxed control
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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