Author:
Christopeit N.,Kohlmann M.
Reference32 articles.
1. V.E. Beneš, Exact finite dimensional filters for certain diffusions with nonlinear drift. To appear in Stochastics.
2. V.E. Beneš and I. Karatzas, Examples of optimal control for partially observable systems: Comparison, classical and martingale methods. Stochastics 5 (1981) 43–64.
3. V.E. Beneš and I. Karatzas, Filtering of diffusions controlled through their conditional measures, To appear in Stochastics.
4. V.E. Beneš and I. Karatzas, On the relation of Zakai's and Mortensen's equations. To appear in SIAM J. Control and Optimization.
5. A. Bensoussan, Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions. Reprint, University Paris Dauphine, 1982.
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献