Nonlinear filtering and stochastic control. Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.), Held at Cortona, July 1-10, 1981

MaRDI QIDQ1170171zbMATH OpenFDO

Authors

Publication date 1982

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

zbMATH Keywords

Stochastic controlProceedingsNonlinear filteringC.I.M.E.Cortona/Italy

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to systems and control theory (93-06) Conference proceedings and collections of articles (00Bxx)

Cited in

(4)

• Pointwise second-order necessary conditions for stochastic optimal controls. I: The case of convex control constraint
• Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems
• Second-Order Necessary Conditions for Stochastic Optimal Control Problems
• Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions

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