SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control Law
5 references·0 citing·21 second hop
An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control Law (1986)An Exact Formula for a Linear Quadratic A…On the Relation of Zakai’s and Mortensen’s Equations (1983)On the Relation of Zakai’s an…Optimal Control for Partially Observed Diffusions (1982)Optimal Control for Partially…Nonlinear Semigroup for Controlled Partially Observed Diffusions (1982)Nonlinear Semigroup for Contr…The Optimal Control of a Stochastic System (1977)The Optimal Control of a Stoc…Linear Quadratic Optimal Stochastic Control with Random Coefficients (1976)Linear Quadratic Optimal Stoc…On a Non-Linear Semi-Group Attached to Stochastic Optimal Control (1976)Stochastic Analysis, Control, Optimization and Applications (1999)Nonlinear Diffusion Governed by McKean–Vlasov Equation on Hilbert Space and Optimal Control (2007)Mean Field Games with Partial Observation (2019)On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)Existence of Optimal Stochastic Control Laws (1971)Dynamic Programming Conditions for Partially Observable Stochastic Systems (1973)Les Aspects Probabilistes Du Controle Stochastique (1981)The Maximum Principle for Optimal Control of Diffusions with Partial Information (1987)Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps (1994)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)An Introductory Approach to Duality in Optimal Stochastic Control (1978)Backward stochastic differential equations and applications to optimal control (1993)Intégrales stochastiques I (2006)Mean field games with partially observed major player and stochastic mean field (2014)Mean Field Game Theory with a Partially Observed Major Agent (2016)Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations (2016)
this work references cited by second hop

References

  • 1976Linear Quadratic Optimal Stochastic Control with Random Coefficients340 cited
  • 1982Optimal Control for Partially Observed Diffusions174 cited
  • 1983On the Relation of Zakai’s and Mortensen’s Equations57 cited
  • 1977The Optimal Control of a Stochastic System56 cited
  • 1982Nonlinear Semigroup for Controlled Partially Observed Diffusions41 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work