The finite–horizon version for a partially–observed stochastic control problem of benesš & rishel
- 期刊名称Stochastic Analysis and Applications
- 作者Karatzas, Ioannis; Ocone, Daniel L.
- 卷第11卷
- 期第5期
- 印刷ISSN0736-2994
- 电子ISSN1532-9356
- 文件大小882.13KB
- 发表时间1993-01
- DOI10.1080/07362999308809332
- 页码569-605
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