The variational principle for optimal control of diffusions with partial information (Q1825430): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/0167-6911(89)90097-2 / rank | |||
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| Property / cites work: Q3308798 / rank | |||
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| Property / cites work: On the variational principle / rank | |||
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| Property / cites work: The variational principle and stochastic optimal control / rank | |||
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| Property / cites work: Q3042118 / rank | |||
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Latest revision as of 10:15, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The variational principle for optimal control of diffusions with partial information |
scientific article |
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The variational principle for optimal control of diffusions with partial information (English)
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1989
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minimum principle
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Strong variations
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\(\epsilon \) -optimal control
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stochastic diffusion equations
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