scientific article; zbMATH DE number 3896014

MaRDI QIDQ3675255zbMATH OpenFDO

Authors Nicole El Karoui

Publication date 1984

zbMATH Keywords

Hamilton-Bellman- Jacobi equationoptimal stoppingprinciple of dynamic programming

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Recommendations

• scientific article; zbMATH DE number 4112504
• scientific article; zbMATH DE number 5190527
• scientific article; zbMATH DE number 3425488
• On Controllability Conception for Stochastic Systems
• Stochastic control
• scientific article; zbMATH DE number 4068688
• Control and system theory of discrete-time stochastic systems
• scientific article; zbMATH DE number 4013397
• scientific article; zbMATH DE number 1223068

Cited in

(2)

• scientific article; zbMATH DE number 4013397 (Why is no real title available?)
• Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation

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 Q3675255)