The Partially Observed Stochastic Minimum Principle (Q4731120)
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scientific article; zbMATH DE number 4116447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Partially Observed Stochastic Minimum Principle |
scientific article; zbMATH DE number 4116447 |
Statements
The Partially Observed Stochastic Minimum Principle (English)
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1989
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stochastic flows
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minimum principle
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adjoint process
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martingale representation
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