Nonlinear Semigroup for Controlled Partially Observed Diffusions.

Abstract

In this paper a 'separated' control problem associated with controlled, partially observed diffusion processes is considered. The state in the separated problem is an unnormalized conditional distribution measure. The corresponding Nisio nonlinear semigroup associated with the separated problem is found. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 21, 1980
Accession Number
ADA092188

Entities

People

  • Wendell Fleming

Organizations

  • Brown University

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Communities of Interest

  • Counter WMD

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Applied Mathematics
  • Convergence
  • Differential Equations
  • Diffusion
  • Dynamic Programming
  • Equations
  • Markov Processes
  • Mathematics
  • Partial Differential Equations
  • Probability
  • Rhode Island
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  • Stochastic Control
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Fields of Study

  • Mathematics

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  • Fluid Mechanics and Fluid Dynamics.
  • Mathematical Modeling and Probability Theory.