On the Adjoint Process for Optimal Control of Diffusion Processes
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/0319016
Reference20 articles.
1. Functionals of diffusion processes as stochastic integrals
2. Optimal Control of Partially Observable Diffusions
3. Stochastic Control for Small Noise Intensities
4. Deterministic and Stochastic Optimal Control
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