Nonlinear semigroup for the unnormalized conditional density

DOI10.2748/tmj/1178228682zbMath0574.93065OpenAlexW1999443703MaRDI QIDQ1063570

Yasuhiro Fujita

Publication date: 1984

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2748/tmj/1178228682

zbMATH Keywords

nonlinear semigroupMortensen equationpartially observable control problemsunnormalized conditional probability density

Mathematics Subject Classification ID

Semigroups of nonlinear operators (47H20) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence of optimal solutions to problems involving randomness (49J55)

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Cites Work

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• A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
• Viscosity Solutions of Hamilton-Jacobi Equations
• Stochastic partial differential equations and filtering of diffusion processes
• Nonlinear Semigroup for Controlled Partially Observed Diffusions
• Optimal Control for Partially Observed Diffusions

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