Necessary conditions of optimization for partially observed controlled diffusions

SIAM Journal on Control and Optimization

Volumn 37, Issue 6, 1999, Pages 1676-1700

  Charalambous, Charalambos D ^a   Hibey, Joseph L ^b  

^a MCGILL UNIVERSITY   (Canada)

^b The University of Colorado Denver   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; NONLINEAR FILTERING; OBSERVABILITY; PARTIAL DIFFERENTIAL EQUATIONS;

MEASURE-VALUED DECOMPOSITION; MINIMUM PRINCIPLE; PARTIALLY OBSERVED CONTROLLED DIFFUSIONS;

STOCHASTIC CONTROL SYSTEMS;

EID: 0033183841     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012994259379     Document Type: Article

References (19)

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