Controlled partially observed diffusions with correlated noise |
| |
| Authors: | Qing Zhang |
| |
| Affiliation: | (1) Faculty of Management, University of Toronto, M5S 1V4 Toronto, Ontario, Canada |
| |
| Abstract: | ![]()
This work is concerned with separated control problems for optimal stochastic controls under partial observations. Continuity properties of the unnormalized conditional distribution measure are found, and the Nisio nonlinear semigroup is formed in the case when a functionh(Xt,Yt,Ut) of stateXt observationYt, and controlUt plus correlated additive white noise is observed. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
