The optimal control of diffusions (Q2639325): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The Partially Observed Stochastic Minimum Principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4742671 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Théorie probabiliste du contrôle des diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introductory Approach to Duality in Optimal Stochastic Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Minimum Principle for Controlled Diffusions on Manifolds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Programming Conditions for Partially Observable Stochastic Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3969647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A short proof of a martingale representation result / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integration by parts, homogeneous chaos expansions and smooth densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The variational principle for optimal control of diffusions with partial information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4731735 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Adjoint Process for Optimal Control of Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3962903 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4726159 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary Conditions for Continuous Parameter Stochastic Optimization Problems / rank
 
Normal rank

Latest revision as of 13:02, 21 June 2024

scientific article
Language Label Description Also known as
English
The optimal control of diffusions
scientific article

    Statements

    Identifiers