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General necessary conditions for partially observed optimal stochastic controls - MaRDI portal

General necessary conditions for partially observed optimal stochastic controls (Q4866787)

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scientific article; zbMATH DE number 847707
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General necessary conditions for partially observed optimal stochastic controls
scientific article; zbMATH DE number 847707

    Statements

    General necessary conditions for partially observed optimal stochastic controls (English)
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    14 April 1996
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    maximum principle
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    partially observable diffusion
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