A Maximum Principle for Stochastic Control with Partial Information (Q3446967)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Maximum Principle for Stochastic Control with Partial Information |
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A Maximum Principle for Stochastic Control with Partial Information (English)
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27 June 2007
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controlled jump diffusions
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Lévy processes
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maximum principle
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partial information
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stochastic control
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