scientific article; zbMATH DE number 4200127

zbMATH Open0726.93082MaRDI QIDQ3348845FDOQ3348845

Authors: Mark H. A. Davis, Robert J. Elliott, M. A. H. Dempster 

Publication date: 1991

Title of this publication is not available (Why is that?)

Recommendations

• Controlled diffusions with constraints
• Incremental value of information for discrete-time partially observed stochastic systems
• Controlled diffusions with constraints. II
• Some Remark on Optimal Stochastic Control with Partial Information
• CONTROLLED DIFFUSION PROCESSES WITE SUCCESSIVE REWARDS

zbMATH Keywords

Lagrange multipliercontrolled diffusion

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited In (4)

• Title not available (Why is that?)
• Short communication: the price of information
• Sequential importance sampling algorithms for dynamic stochastic programming
• Information restriction in two-step cascade: role of fidelity and fluctuations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3348845)