EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED GENERAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS (Q3710441)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED GENERAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS |
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EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED GENERAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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1983
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optimal relaxed control
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optimal stochastic control under partial observation
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one-dimensional stochastic differential equation
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