EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED GENERAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS (Q3710441)
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scientific article; zbMATH DE number 3937077
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| English | EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED GENERAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS |
scientific article; zbMATH DE number 3937077 |
Statements
EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED GENERAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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1983
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optimal relaxed control
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optimal stochastic control under partial observation
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one-dimensional stochastic differential equation
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0.96262765
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0.9567478
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0.9536161
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0.93717676
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