Hamilton-Jacobi-Bellman Equations for the Optimal Control of the Duncan-Mortensen-Zakai Equation

Journal of Functional Analysis

Volumn 172, Issue 2, 2000, Pages 466-510

  Gozzi, Fausto ^a,c   Świȩch, Andrzej ^b  

^a UNIVERSITY OF PISA   (Italy)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^c SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Duncan Mortensen Zakai equation; Hamilton Jacobi Bellman equations; Optimal control of partially observed systems; Viscosity solutions

Indexed keywords

EID: 0000709786     PISSN: 00221236     EISSN: None     Source Type: Journal    
DOI: 10.1006/jfan.2000.3562     Document Type: Article

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