The Maximum Principle for Optimal Control of Diffusions with Partial Information (Q3754547)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Maximum Principle for Optimal Control of Diffusions with Partial Information |
scientific article |
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The Maximum Principle for Optimal Control of Diffusions with Partial Information (English)
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1987
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maximum principle
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controlled diffusions
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partial observations
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nonlinear filtering
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necessary conditions
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adjoint process
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