A characterization of ε-optimal controls for stochastic systems with partial observations via the unnormalized conditional density

DOI10.1080/00207178408933217zbMath0584.93071OpenAlexW1991500977MaRDI QIDQ3710442

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Publication date: 1984

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178408933217

zbMATH Keywords

Nisio nonlinear semigrouppartially observed diffusion\(\epsilon \) - optimal piecewise constant control

Mathematics Subject Classification ID

Semigroups of nonlinear operators (47H20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

An admissible systems approach to separation in partially observed stochastic control problems

Cites Work

• Densities of a measure-valued process governed by a stochastic partial differential equation
• Optimal Control for Partially Observed Diffusions

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