Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions (Q3664161)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions |
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Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions (English)
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1983
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maximum principle for optimal control
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linear-quadratic-Gaussian problem
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