scientific article

Publication date: 25 June 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

dynamic programming viscosity solution partial observations optimal stochastic control degenerate ellipticity fully nonlinear second-order equations Hamilton-Jacobi-Bellman quation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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