Open AccessThe Partially Observed Stochastic Minimum Principle
Author(s) -
John S. Baras,
Robert J. Elliott,
Michael Kohlmann
Publication year - 1989
Publication title -
siam journal on control and optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.486
H-Index - 116
eISSN - 1095-7138
pISSN - 0363-0129
DOI - 10.1137/0327065
Subject(s) - mathematics , martingale (probability theory) , maximum principle , stochastic control , optimal control , continuous time stochastic process , stochastic process , representation (politics) , mathematical analysis , mathematical optimization , stochastic differential equation , mathematical economics , statistics , politics , political science , law
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