Partially observed control of Markov processes. IV

DOI10.1016/0022-1236(92)90018-EzbMath0767.60063MaRDI QIDQ1803323

Omar Hijab

Publication date: 29 June 1993

Published in: Journal of Functional Analysis (Search for Journal in Brave)

zbMATH Keywords

existenceuniquenessvariational problemsdegenerate elliptic nonlinear second order equations

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Variational methods for elliptic systems (35J50) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (2)

Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes ⋮ Random relaxed controls and partially observed stochastic systems

Cites Work

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• Infinite-dimensional Hamilton-Jacobi equations with large zeroth-order coefficient
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• Measure-valued processes in the control of partially-observable stochastic systems
• Hamilton-Jacobi equations in infinite dimensions. III
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
• partially observed control of markov processes, I
• Viscosity Solutions of Hamilton-Jacobi Equations
• Optimal Control for Partially Observed Diffusions
• Control of Degenerate Diffusions in R d
• On stochastic relaxed control for partially observed diffusions
• On certain systems of parabolic equations

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