A Maximum Principle for Stochastic Control with Partial Information
نویسندگان
چکیده
منابع مشابه
A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications
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ژورنال
عنوان ژورنال: Stochastic Analysis and Applications
سال: 2007
ISSN: 0736-2994,1532-9356
DOI: 10.1080/07362990701283128