Risk-sensitive and risk-neutral control for continuous-time hidden Markov models (Q1917179)
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scientific article; zbMATH DE number 897232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive and risk-neutral control for continuous-time hidden Markov models |
scientific article; zbMATH DE number 897232 |
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Risk-sensitive and risk-neutral control for continuous-time hidden Markov models (English)
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17 December 1996
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optimal control
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dynamic programming
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viscosity solution
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