scientific article; zbMATH DE number 4200127

zbMATH Open0726.93082MaRDI QIDQ3348845FDOQ3348845

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

Publication date: 1991

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

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

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