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Control with Partial Observations and an Explicit Solution of Mortensen’s Equation

Control with Partial Observations and an Explicit Solution of Mortensen’s Equation

Václav E. Benes; Ioannis Karatzas; Daniel Ocone; Hui Wang

期刊名称Applied Mathematics and Optimization
作者Václav E. Benes; Ioannis Karatzas; Daniel Ocone; Hui Wang
卷第49卷
期第3期
印刷ISSN0095-4616
电子ISSN1432-0606
文件大小313.36KB
发表时间2004-05
DOI10.1007/s00245-003-0788-0
页码217-239

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