Control with Partial Observations and an Explicit Solution of Mortensen’s Equation
Václav E. Benes; Ioannis Karatzas; Daniel Ocone; Hui Wang
- 期刊名称Applied Mathematics and Optimization
- 作者Václav E. Benes; Ioannis Karatzas; Daniel Ocone; Hui Wang
- 卷第49卷
- 期第3期
- 印刷ISSN0095-4616
- 电子ISSN1432-0606
- 文件大小313.36KB
- 发表时间2004-05
- DOI10.1007/s00245-003-0788-0
- 页码217-239