The Maximum Principle for Optimal Control of Diffusions with Partial Information (Q3754547): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/0325021 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2073650727 / rank | |||
Normal rank | |||
Latest revision as of 18:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Maximum Principle for Optimal Control of Diffusions with Partial Information |
scientific article |
Statements
The Maximum Principle for Optimal Control of Diffusions with Partial Information (English)
0 references
1987
0 references
maximum principle
0 references
controlled diffusions
0 references
partial observations
0 references
nonlinear filtering
0 references
necessary conditions
0 references
adjoint process
0 references
