Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls (Q2862467)
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scientific article; zbMATH DE number 6227463
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| English | Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls |
scientific article; zbMATH DE number 6227463 |
Statements
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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Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls (English)
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