Optimal Control for Partially Observed Diffusions (Q3944469)

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Optimal Control for Partially Observed Diffusions
scientific article

    Statements

    title
    Optimal Control for Partially Observed Diffusions (English)
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    author
    Wendell H. Fleming
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    Etienne Pardoux
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    publication date
    1982
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    zbMATH Keywords
    diffusion process
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    partial observation
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    Identifiers

    DOI
    10.1137/0320021
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    Mathematics Subject Classification ID
    93E20
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    60J60
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    60J65
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    60H15
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    93B07
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    49J55
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    zbMATH DE Number
    3761914
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