Controlled diffusion processes
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Publication:980741
DOI10.1214/154957805100000131zbMath1189.93143arXivmath/0511077OpenAlexW3100912014MaRDI QIDQ980741
Publication date: 29 June 2010
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0511077
optimal controldynamic programmingHamilton-Jacobi-Bellman equationscontrolled diffusionspartial observations
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)
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