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On the Existence of Optimal Controls for Partially Observed Diffusions

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References

1979Calcul Stochastique et Problèmes de Martingales1,161 cited
1972Stochastic Differential Equations977 cited
1960On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures722 cited
1977Probability Methods for Approximations in Stochastic Control and for Elliptic Equations343 cited
1971Existence of Optimal Stochastic Control Laws246 cited
1982Optimal Control for Partially Observed Diffusions174 cited
1975Existence results for optimal stochastic controls59 cited

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2020An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems30 cited
2002Robust stochastic maximum principle for multi-model worst case optimization22 cited

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