Borkar , Vivek S. (1983) Existence of optimal controls for partially observed diffusions Stochastics, 11 (1-2). pp. 103-141. ISSN 1744-2508
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Official URL: http://www.tandfonline.com/doi/abs/10.1080/1744250...
Related URL: http://dx.doi.org/10.1080/17442508308833281
Abstract
Existence of optimal controls for partially observed diffusions is established for a suitably defined class of admissible controls.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Taylor and Francis Group. |
| ID Code: | 81415 |
| Deposited On: | 06 Feb 2012 04:26 |
| Last Modified: | 06 Feb 2012 04:26 |
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