Some examples of the optimal control of diffusions with partial observation and non-gaussian initial condition
1997 ◽
Vol 33
(4)
◽
pp. 1295-1308
◽
Keyword(s):
2009 ◽
Vol 465
(2112)
◽
pp. 3709-3727
◽
2018 ◽
Vol 21
(6)
◽
pp. 1439-1470
◽
Keyword(s):
Keyword(s):
1980 ◽
Vol 32
(3)
◽
pp. 327-343
◽