A necessary condition for optimality in a problem of stochastic control with discretized observations (Q3325614)
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English | A necessary condition for optimality in a problem of stochastic control with discretized observations |
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A necessary condition for optimality in a problem of stochastic control with discretized observations (English)
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1984
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discretized observations
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partially observable diffusion process
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stochastic maximum principle
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relaxed control
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