Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions-Reference-Cited by-同舟云学术

Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions

Published:1983-01 Issue:3 Volume:9 Page:169-222
ISSN:0090-9491
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Bensoussan A.

Publisher

Informa UK Limited

Link

http://www.tandfonline.com/doi/pdf/10.1080/17442508308833253

Reference9 articles.

1. Bensoussan, A. and Robin, M. “On the convergence of the discrete time Dynamic Programming equation for general semi groups”. SIAM Control, to be published.

2. Davis, M. H. A. and Kohlmann, M. “On the non linear semi group of stochastic control under partial observations”. submitted to SIAM Control.

Cited by 122 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stochastic maximum principle for partially observed optimal control problem of McKean–Vlasov FBSDEs with Teugels martingales;Random Operators and Stochastic Equations;2024-06-20

2. A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates;ESAIM: Mathematical Modelling and Numerical Analysis;2024-01

3. Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays;Evolution Equations and Control Theory;2024

4. Nash Equilibrium of Stochastic Partial Differential Game with Partial Information via Malliavin Calculus;Complexity;2023-10-26

5. A Stochastic Maximum Principle for Partially Observed Optimal Control Problem of Mckean–Vlasov FBSDEs with Random Jumps;Bulletin of the Iranian Mathematical Society;2023-08-23