A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is `application/pdf`

.

##
###
On the relation between partially observed, stochastic optimal control and deterministic infinite dimensional optimal control

*
[1992] Proceedings of the 31st IEEE Conference on Decision and Control
*

We explore in this paper the relation between partially observed stochastic optimal control and deterministic infinite dimensional control.The former is formulated as the control problem for the Zakai stochastic partial differential equation with adapted controls which is reduced to a family of pathwise deterministic infinite dimensional control problems for the robust Zakai random partial differential equation with possibly anticipating controls.This is done using the robustifying gauge

doi:10.1109/cdc.1992.371360
fatcat:ojaehh52sjbp3iohgrtjgbsifu