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Dual effect, certainty equivalence, and separation in stochastic control - MaRDI portal

Dual effect, certainty equivalence, and separation in stochastic control (Q4042973)

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Dual effect, certainty equivalence, and separation in stochastic control
scientific article

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    title
    Dual effect, certainty equivalence, and separation in stochastic control (English)
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    author
    Edison Tse
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    Yaakov Bar-Shalom
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    publication date
    1974
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    Mathematics Subject Classification ID
    93E99
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    93E20
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    93E10
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    zbMATH DE Number
    3456807
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