The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
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Publication:4210180
DOI10.1137/S0363012996313100zbMath0915.93068MaRDI QIDQ4210180
Publication date: 21 September 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012996313100
maximum principle; backward stochastic partial differential equations; partially observed optimal control; adjoint vector fields
93E20: Optimal stochastic control
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