scientific article; zbMATH DE number 4127134
From MaRDI portal
Publication:4206677
zbMath0687.93072MaRDI QIDQ4206677
Alain Bensoussan, Roland Glowinski
Publication date: 1989
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Filtering in stochastic control theory (93E11) Control/observation systems governed by partial differential equations (93C20) Nonlinear systems in control theory (93C10)
Related Items
Splitting scheme for backward doubly stochastic differential equations, Approximation of backward stochastic partial differential equations by a splitting-up method, Approximation of some stochastic differential equations by the splitting up method, On the splitting-up method for rough (partial) differential equations