Le principe de separation pour le probleme de temps d'arret optimal (Q3862794): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Problemes de temps d’arret optimal et inequations variationnelles paraboliques / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The Separation Principle in Stochastic Control via Girsanov Solutions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the Separation Theorem of Stochastic Control / rank | |||
Normal rank |
Latest revision as of 04:21, 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)
0 references
1979
0 references
filtering problems
0 references
variational inequalities
0 references
elliptic-parabolic operators
0 references
degenerate diffusions
0 references
separation principle
0 references
stopping time problems
0 references