Necessary Conditions of Optimization for Partially Observed Controlled Diffusions (Q4699142)
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scientific article; zbMATH DE number 1367188
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| English | Necessary Conditions of Optimization for Partially Observed Controlled Diffusions |
scientific article; zbMATH DE number 1367188 |
Statements
Necessary Conditions of Optimization for Partially Observed Controlled Diffusions (English)
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23 November 1999
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stochastic control
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minimum principle
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partially observable diffusions
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nonlinear filtering
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measure-valued decompositions
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separation principle
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0.8923786878585815
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0.8802383542060852
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0.8752837181091309
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