Random relaxed controls and partially observed stochastic systems

Author:

Cutland Nigel J.,Lindstr�m Tom

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Reference25 articles.

1. Albeverio, S., Fenstad, J. E., HØegh-Krohn, R. and LindstrØm, T.:Nonstandard Methods in Stochastic Analysis and Mathematical Physics, Academic Press, New York, 1986.

2. Bensoussan, A. and Nisio, M.: Nonlinear semigroup arising in the control of diffusions with partial observation,Stochastics Stochastics Rep. 30 (1990), 1?45.

3. Billingsley, P.:Convergence of Probability Measures, Wiley, New York, 1968.

4. Bismut, J.-M: Partially observed diffusions and their control,SIAM J. Control Optim. 20 (1982), 302?309.

5. Borkar, V. S.: Existence of optimal controls for partially observed diffusions,Stochastics 11 (1983), 103?141.

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