Control of partially observed diffusions (Q1321122): Difference between revisions
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| Property / cites work: Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions / rank | |||
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| Property / cites work: The Maximum Principle for Optimal Control of Diffusions with Partial Information / rank | |||
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| Property / cites work: The Partially Observed Stochastic Minimum Principle / rank | |||
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| Property / cites work: The Optimal Control of a Stochastic System / rank | |||
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| Property / cites work: Q4742671 / rank | |||
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| Property / cites work: The variational principle for optimal control of diffusions with partial information / rank | |||
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| Property / cites work: Q3969647 / rank | |||
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Revision as of 13:55, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control of partially observed diffusions |
scientific article |
Statements
Control of partially observed diffusions (English)
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27 April 1994
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optimal control
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partially observed diffusion
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stochastic minimum principle
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