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Some Remark on Optimal Stochastic Control with Partial Information - MaRDI portal

Some Remark on Optimal Stochastic Control with Partial Information (Q5707913)

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scientific article; zbMATH DE number 2232582
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English
Some Remark on Optimal Stochastic Control with Partial Information
scientific article; zbMATH DE number 2232582

    Statements

    title
    Some Remark on Optimal Stochastic Control with Partial Information (English)
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    author
    Fouzia Baghery
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    Isabelle Turpin
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    Youssef Ouknine
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    publication date
    25 November 2005
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    zbMATH Keywords
    stochastic control
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    stochastic flow
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    viscosity solutions
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    Zakai equation
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49K45
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    49L25
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    93E10
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    zbMATH DE Number
    2232582
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    OpenAlex ID
    W2006437425
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