Le principe de separation pour le probleme de temps d'arret optimal (Q3862794): Difference between revisions

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Property / author: José Luis Menaldi / rank
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Property / author: José Luis Menaldi / rank
 
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Property / full work available at URL: https://doi.org/10.1080/17442507908833136 / rank
 
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Property / OpenAlex ID: W2030096035 / rank
 
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Property / cites work: Problemes de temps d’arret optimal et inequations variationnelles paraboliques / rank
 
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Property / cites work: The Separation Principle in Stochastic Control via Girsanov Solutions / rank
 
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Property / cites work: On the Separation Theorem of Stochastic Control / rank
 
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Latest revision as of 03:21, 13 June 2024

scientific article
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English
Le principe de separation pour le probleme de temps d'arret optimal
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    Le principe de separation pour le probleme de temps d'arret optimal (English)
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    1979
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    filtering problems
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    variational inequalities
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    elliptic-parabolic operators
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    degenerate diffusions
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    separation principle
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    stopping time problems
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