Control of partially observed diffusions (Q1321122): Difference between revisions

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+Publication
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+Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
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+The Maximum Principle for Optimal Control of Diffusions with Partial Information
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@@ Property / cites work @@
+The Partially Observed Stochastic Minimum Principle
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@@ Property / cites work @@
+The Optimal Control of a Stochastic System
@@ Property / cites work: The Optimal Control of a Stochastic System / rank @@
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@@ Property / cites work @@
+Q4742671
@@ Property / cites work: Q4742671 / rank @@
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@@ Property / cites work @@
+The variational principle for optimal control of diffusions with partial information
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+Q3969647
@@ Property / cites work: Q3969647 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf00941399
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@@ Property / OpenAlex ID @@
+W2018358701
@@ Property / OpenAlex ID: W2018358701 / rank @@
+Normal rank