Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation
type: Item
instance of: scholarly article
title: Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation
zbMATH Open document ID: 1047.93047
author: Fausto Gozzi
author: Andrzej Świȩch
published in: Journal of Functional Analysis
publication date: 2000-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 1455754
zbMATH Keywords: Hamilton-Jacobi-Bellman equations
zbMATH Keywords: Duncan-Mortensen-Zakai equation
zbMATH Keywords: optimal control of partially observed systems
zbMATH Keywords: viscosity solutions
MaRDI profile type: Publication
full work available at URL: jfan.2000.3562
OpenAlex ID: W2033502847
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DOI: 10.1006/JFAN.2000.3562
description: scientific article; zbMATH DE number 1455754