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"Stochastic Minimum Principle for Partially Observed Systems Subject to ..."

Nasir Uddin Ahmed, Charalambos D. Charalambous (2013)

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DOI: 10.1137/120885656

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - journals/siamco/AhmedC13
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  - https://dblp.org/rec/journals/siamco/AhmedC13
Nasir Uddin Ahmed, Charalambos D. Charalambous:
Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls. SIAM J. Control. Optim. 51(4): 3235-3257 (2013)

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