On the Existence of Optimal Controls for Partially Observed Diffusions (Q3941934)

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On the Existence of Optimal Controls for Partially Observed Diffusions
scientific article

    Statements

    title
    On the Existence of Optimal Controls for Partially Observed Diffusions (English)
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    publication date
    1982
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    zbMATH Keywords
    partial observations
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    randomized control
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    Identifiers

    DOI
    10.1137/0320030
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    Mathematics Subject Classification ID
    49J55
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    93E20
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    60J65
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    58J65
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    28A20
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    zbMATH DE Number
    3759006
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    OpenAlex ID
    W2067083785
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