The variational principle for optimal control of diffusions with partial information (Q1825430)
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scientific article; zbMATH DE number 4120876
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The variational principle for optimal control of diffusions with partial information |
scientific article; zbMATH DE number 4120876 |
Statements
The variational principle for optimal control of diffusions with partial information (English)
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1989
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minimum principle
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Strong variations
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\(\epsilon \) -optimal control
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stochastic diffusion equations
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