An Existence Theorem on Optimal Control of Partially Observable Diffusions
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
General Engineering
Link
http://epubs.siam.org/doi/pdf/10.1137/0312027
Reference3 articles.
1. Optimal Control of Partially Observable Diffusions
2. Measurable multifunctions, selectors, and Filippov's implicit functions lemma
3. Diffusion processes with continuous coefficients, I
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