Controlled partially observed diffusions with correlated noise
type: Item
instance of: scholarly article
title: Controlled partially observed diffusions with correlated noise
zbMATH Open document ID: 0714.93064
DOI: 10.1007/BF01447331
published in: Applied Mathematics and Optimization
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 4176964
zbMATH Keywords: controlled diffusion
zbMATH Keywords: partial observations
zbMATH Keywords: Nisio nonlinear semigroup
zbMATH Keywords: correlated additive white noise
author: Q. Zhang
MaRDI profile type: Publication
cites work: Nonlinear semigroup arising in the control of diffusions with partial observation
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cites work: Nonlinear Semigroup for Controlled Partially Observed Diffusions
cites work: On stochastic relaxed control for partially observed diffusions
cites work: Optimal Control for Partially Observed Diffusions
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cites work: An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control Law
cites work: A note on a nonlinear semigroup for controlled partially observed diffusions
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description: scientific article; zbMATH DE number 4176964