The second order minimum principle and adjoint process
Author:
Affiliation:
1. a Department of Statistics and Applied Probability , University of Alberta , Edmonton, Alberta, T6G 2G1, Canada
2. b Fakuhäi fur Wirtschaftswissenschaften und Statistik , Universität Konstanz , Postfach 5560, W-7750 F.R, Germany
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442509408833867
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1. The Partially Observed Stochastic Minimum Principle
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3. An Introductory Approach to Duality in Optimal Stochastic Control
4. A generalized formula of Ito and some other properties of stochastic flows
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