scientific article; zbMATH DE number 29647

MaRDI QIDQ3984776zbMATH OpenFDO

Authors Chun Sok Pak

Publication date 27 June 1992

zbMATH Keywords

Bellman's equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Recommendations

• A maximum principle for a class of stochastic control problems with partial information
• The Maximum Principle for Optimal Control of Diffusions with Partial Information
• scientific article; zbMATH DE number 3972777
• General necessary conditions for partially observed optimal stochastic controls
• Control of partially observed diffusions

Cited in

(5)

• An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information
• Information Relaxation and Dual Formulation of Controlled Markov Diffusions
• scientific article; zbMATH DE number 4213893 (Why is no real title available?)
• Problemas de control estocastico con informacion incompleta que admiten un proceso suficiente
• Some Remark on Optimal Stochastic Control with Partial Information

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 Q3984776)