The Partially Observed Stochastic Minimum Principle (Q4731120): Difference between revisions

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Latest revision as of 14:22, 19 March 2024

scientific article; zbMATH DE number 4116447
Language Label Description Also known as
English
The Partially Observed Stochastic Minimum Principle
scientific article; zbMATH DE number 4116447

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    The Partially Observed Stochastic Minimum Principle (English)
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    1989
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    stochastic flows
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    minimum principle
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    adjoint process
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    martingale representation
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