The Partially Observed Stochastic Minimum Principle (Q4731120)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The Partially Observed Stochastic Minimum Principle |
scientific article; zbMATH DE number 4116447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Partially Observed Stochastic Minimum Principle |
scientific article; zbMATH DE number 4116447 |
Statements
The Partially Observed Stochastic Minimum Principle (English)
0 references
1989
0 references
stochastic flows
0 references
minimum principle
0 references
adjoint process
0 references
martingale representation
0 references
