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Nonlinear Semigroup for Controlled Partially Observed Diffusions
2 references·4 citing·25 second hop
Nonlinear Semigroup for Controlled Partially Observed Diffusions (1982)Nonlinear Semigroup for Controlled Partia…Optimal Control for Partially Observed Diffusions (1982)Optimal Control for Partially…On a Non-Linear Semi-Group Attached to Stochastic Optimal Control (1976)On a Non-Linear Semi-Group At…Mean Field Games with Partial Observation (2019)Mean Field Games with Partial…Nonlinear Diffusion Governed by McKean–Vlasov Equation on Hilbert Space and Optimal Control (2007)Nonlinear Diffusion Governed …Stochastic Analysis, Control, Optimization and Applications (1999)Stochastic Analysis, Control,…An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control Law (1986)An Exact Formula for a Linear…Stochastic Differential Equations (1972)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Stochastic partial differential equations and filtering of diffusion processes (1980)On stochastic relaxed control for partially observed diffusions (1984)Control: A perspective (2014)Control of a Solution of a Stochastic Integral Equation (1972)On the Hamilton-Jacobi-Bellman equations (1983)Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (1983)Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation (2008)A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space (1995)A mean-field maximum principle for optimal control of forward–backward stochastic differential equations with Poisson jump processes (2013)Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (2013)On Near-Optimal Mean-Field Stochastic Singular Controls: Necessary and Sufficient Conditions for Near-Optimality (2013)Linear Quadratic Optimal Stochastic Control with Random Coefficients (1976)On the Relation of Zakai’s and Mortensen’s Equations (1983)The convergence problem for differential games (1961)Risk-Sensitive Control on an Infinite Time Horizon (1995)Controlled diffusion processes (2005)Controlled Markov Processes and Viscosity Solutions (2005)Ergodic Problems in Differential Games (2007)Experimental design and estimation of growth rate distributions in size-structured shrimp populations (2009)Jeux à champ moyen. I – Le cas stationnaire (2006)Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria (2007)Mean field games (2007)Extended mean-field control problem with partial observation (2022)
this work references cited by second hop

References

  • 1982Optimal Control for Partially Observed Diffusions174 cited
  • 1976On a Non-Linear Semi-Group Attached to Stochastic Optimal Control67 cited

Cited by

  • 1999Stochastic Analysis, Control, Optimization and Applications373 cited
  • 2007Nonlinear Diffusion Governed by McKean–Vlasov Equation on Hilbert Space and Optimal Control36 cited
  • 2019Mean Field Games with Partial Observation24 cited
  • 1986An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control Law16 cited

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