Le principe de separation pour le probleme de temps d'arret optimal (Q3862794): Difference between revisions
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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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Le principe de separation pour le probleme de temps d'arret optimal |
scientific article |
Statements
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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