The Maximum Principle for Optimal Control of Diffusions with Partial Information (Q3754547)
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scientific article; zbMATH DE number 4002018
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| English | The Maximum Principle for Optimal Control of Diffusions with Partial Information |
scientific article; zbMATH DE number 4002018 |
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The Maximum Principle for Optimal Control of Diffusions with Partial Information (English)
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1987
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maximum principle
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controlled diffusions
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partial observations
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nonlinear filtering
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necessary conditions
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adjoint process
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0.8885364532470703
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0.8752837181091309
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0.8741745352745056
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0.8724030256271362
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