Control of partially observed diffusions (Q1321122)

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Control of partially observed diffusions
scientific article

    Statements

    title
    Control of partially observed diffusions (English)
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    publication date
    27 April 1994
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    zbMATH Keywords
    optimal control
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    partially observed diffusion
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    stochastic minimum principle
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    Identifiers

    DOI
    10.1007/BF00941399
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    zbMATH DE Number
    557653
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