Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls
Ahmed, N. U., Charalambous, Charalambos D.Volume:
51
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/120885656
Date:
January, 2013
File:
PDF, 283 KB
english, 2013