scientific article
From MaRDI portal
Publication:3739039
zbMath0602.93070MaRDI QIDQ3739039
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic maximum principleZakai equationpartially observable degenerated diffusion processstrong variations
Optimal stochastic control (93E20) Diffusion processes (60J60) Duality theory (optimization) (49N15) Optimality conditions for problems involving randomness (49K45)
This page was built for publication: