Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
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Publication:3664161
DOI10.1080/17442508308833253zbMath0516.60072OpenAlexW2025384380MaRDI QIDQ3664161
Publication date: 1983
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508308833253
Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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