On a problem of optimal stochastic control with incomplete information
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Publication:1021257
DOI10.1007/s00245-008-9036-yzbMath1161.93028MaRDI QIDQ1021257
Publication date: 8 June 2009
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-008-9036-y
93E11: Filtering in stochastic control theory
93E20: Optimal stochastic control
91G80: Financial applications of other theories
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