General necessary conditions for partially observed optimal stochastic controls
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Publication:4866787
DOI10.2307/3215225zbMath0844.93076OpenAlexW2319829506MaRDI QIDQ4866787
Publication date: 14 April 1996
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215225
Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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