On stochastic relaxed control for partially observed diffusions (Q4743525)
From MaRDI portal
scientific article; zbMATH DE number 3798781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stochastic relaxed control for partially observed diffusions |
scientific article; zbMATH DE number 3798781 |
Statements
On stochastic relaxed control for partially observed diffusions (English)
0 references
1984
0 references
stochastic relaxed control
0 references
unnormalized conditional distribution
0 references
Bellman principle
0 references
nonlinear semigroup
0 references
Girsanov transformation
0 references
