A minimum principle for stochastic control problems with output feedback (Q1158396)

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A minimum principle for stochastic control problems with output feedback
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    A minimum principle for stochastic control problems with output feedback (English)
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    1981
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    stochastic differential equations
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    minimum principle
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    output feedback
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    stochastic optimal control
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    output with observation noise
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    stochastic system with full state feedback
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    optimality condition
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