Partial observation control in an anticipating environment
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Publication:4829865
DOI10.1070/RM2004v059n02ABEH000723zbMath1055.93075OpenAlexW2106220739MaRDI QIDQ4829865
Publication date: 1 December 2004
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/rm2004v059n02abeh000723
Optimal stochastic control (93E20) Financial applications of other theories (91G80) Stochastic calculus of variations and the Malliavin calculus (60H07)
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