A note on a nonlinear semigroup for controlled partially observed diffusions

DOI10.1016/0167-6911(88)90027-8zbMath0648.93080OpenAlexW1975464670MaRDI QIDQ1105561

Qing Zhang

Publication date: 1988

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(88)90027-8

zbMATH Keywords

nonlinear filteringnonlinear semigroupZakai equationBellman principleoptimal stochastic controls under partial observationspathwise methodseparated control problems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Semigroups of nonlinear operators (47H20) Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Diffusion processes (60J60)

Related Items (1)

Controlled partially observed diffusions with correlated noise

Cites Work

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• Nonlinear Semigroup for Controlled Partially Observed Diffusions
• Optimal Control for Partially Observed Diffusions

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