PARTIALLY OBSERVED DIFFUSIONS AND THEIR CONTROL

被引:21
作者
BISMUT, JM
机构
关键词
D O I
10.1137/0320023
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
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页码:302 / 309
页数:8
相关论文
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[3]   OPTIMAL-CONTROL FOR PARTIALLY OBSERVED DIFFUSIONS [J].
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PARDOUX, E .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1982, 20 (02) :261-285
[4]  
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Stroock D.W., 1979, GRUNDLEHREN MATH WIS, V233
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