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An Asymmetric Bang-Bang Partially Observed Stochastic Control Problem - MaRDI portal

An Asymmetric Bang-Bang Partially Observed Stochastic Control Problem (Q3360112)

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An Asymmetric Bang-Bang Partially Observed Stochastic Control Problem
scientific article

    Statements

    title
    An Asymmetric Bang-Bang Partially Observed Stochastic Control Problem (English)
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    publication date
    1990
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    zbMATH Keywords
    Girsanov's theorem
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    Wiener process
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    author
    Howard J. Weiner
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    Identifiers

    zbMATH DE Number
    4211953
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    OpenAlex ID
    W2333559530
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