Optimal locally absolutely continuous change of measure. finite set of decisions. part i (Q3760415): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3332908 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Programming Conditions for Partially Observable Stochastic Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On spaces having linearly homeomorphic spaces of continuous functions in the topology of pointwise convergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales: Recent Developments, Results and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5509983 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5658888 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On one-dimensional stochastic differential equations with unit diffusion coefficient. structure of solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5332803 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Existence of Optimal Policies in Stochastic Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3658831 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3797970 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Control for Partially Observed Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Optimal Control of a Stochastic System / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Stochastic Maximum Principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONVEXITY OF VALUES OF VECTOR INTEGRALS, THEOREMS ON MEASURABLE CHOICE AND VARIATIONAL PROBLEMS / rank
 
Normal rank

Latest revision as of 09:40, 18 June 2024

scientific article
Language Label Description Also known as
English
Optimal locally absolutely continuous change of measure. finite set of decisions. part i
scientific article

    Statements

    Optimal locally absolutely continuous change of measure. finite set of decisions. part i (English)
    0 references
    0 references
    0 references
    0 references
    1987
    0 references
    stochastic control problems
    0 references
    locally absolutely continuous change of measure
    0 references

    Identifiers