Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls (Q2862467)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls |
scientific article |
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Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls (English)
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15 November 2013
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stochastic differential equations
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continuous diffusion
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jump processes
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relaxed controls
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optimal controls
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necessary optimality conditions
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