Existence of optimal controls for partially observed linear diffusions (Q1054699)
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scientific article; zbMATH DE number 3821594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of optimal controls for partially observed linear diffusions |
scientific article; zbMATH DE number 3821594 |
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Existence of optimal controls for partially observed linear diffusions (English)
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1983
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separation principle
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strong solutions
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partially observed linear diffusions
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