Add to ORKGControlled nonlinear filtering equations with relaxed controls arising out of the separated control problem for partially observed diffusions are considered. An equivalence relation is defined on the attainable laws of the joint state and control process by identifying any two of the latter when their one-dimensional marginals agree almost everywhere. Extreme points of the set of such equivalence classes (for fixed initial laws) are shown to correspond to Markov processes
The problem of minimizing the ergodic or time-averaged cost for a controlled diffusion with partial ...
In this paper, we consider a nonlinear filtering problem when the state process is a diffusion X-t a...
In this paper we first prove, under quite general conditions, that the nonlinear filter and the pair...
Controlled nonlinear filtering equations with "relaxed controls" arising out of the separated contro...
The set of attainable laws of the joint state-control process of a controlled diffusion is analyzed ...
We identify two solutions of a controlled diffusion if the corresponding one-dimensional marginals o...
We identify two solutions of a controlled diffusion if the corresponding one-dimensional marginals o...
The set of attainable laws of the joint state-control process of a controlled diffusion is analyzed ...
Necessary conditions are derived for stochastic partially observed control problems when the control...
It is proved that for controlled diffusions, the sets of attainable laws at a given time and attaina...
Existence of optimal controls for partially observed diffusions is established for a suitably define...
This article gives an overview of the developments in controlled diffusion processes, emphasizing ke...
We compare a general controlled diffusion process with a deterministic system where a second control...
A one parameter semigroup of nonlinear operators on an appropriate Banach space is constructed in th...
Abstract. We study a stochastic control problem for the optimization of observations in a partially ...
The problem of minimizing the ergodic or time-averaged cost for a controlled diffusion with partial ...
In this paper, we consider a nonlinear filtering problem when the state process is a diffusion X-t a...
In this paper we first prove, under quite general conditions, that the nonlinear filter and the pair...
Controlled nonlinear filtering equations with "relaxed controls" arising out of the separated contro...
The set of attainable laws of the joint state-control process of a controlled diffusion is analyzed ...
We identify two solutions of a controlled diffusion if the corresponding one-dimensional marginals o...
We identify two solutions of a controlled diffusion if the corresponding one-dimensional marginals o...
The set of attainable laws of the joint state-control process of a controlled diffusion is analyzed ...
Necessary conditions are derived for stochastic partially observed control problems when the control...
It is proved that for controlled diffusions, the sets of attainable laws at a given time and attaina...
Existence of optimal controls for partially observed diffusions is established for a suitably define...
This article gives an overview of the developments in controlled diffusion processes, emphasizing ke...
We compare a general controlled diffusion process with a deterministic system where a second control...
A one parameter semigroup of nonlinear operators on an appropriate Banach space is constructed in th...
Abstract. We study a stochastic control problem for the optimization of observations in a partially ...
The problem of minimizing the ergodic or time-averaged cost for a controlled diffusion with partial ...
In this paper, we consider a nonlinear filtering problem when the state process is a diffusion X-t a...
In this paper we first prove, under quite general conditions, that the nonlinear filter and the pair...