The Maximum Principle for Optimal Control of Diffusions with Partial Information
- 1 March 1987
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 25 (2) , 341-361
- https://doi.org/10.1137/0325021
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- L'equation de Zakai et le problème séparé du contrôle optimal stochastiquePublished by Springer Nature ,1985
- Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusionsStochastics, 1983
- The Optimal Control of a Stochastic SystemSIAM Journal on Control and Optimization, 1977
- General necessary conditions for optimal control of stochastic systemsPublished by Springer Nature ,1976
- Necessary Conditions for Continuous Parameter Stochastic Optimization ProblemsSIAM Journal on Control, 1972