Some Remark on Optimal Stochastic Control with Partial Information (Q5707913)
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scientific article; zbMATH DE number 2232582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Remark on Optimal Stochastic Control with Partial Information |
scientific article; zbMATH DE number 2232582 |
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Some Remark on Optimal Stochastic Control with Partial Information (English)
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25 November 2005
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stochastic control
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stochastic flow
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viscosity solutions
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Zakai equation
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