✦ LIBER ✦

The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information

✍ Scribed by Guangchen Wang, ; Zhen Wu,

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Maximum Principle for Partial Informat

✍ Huang, Jianhui; Wang, Guangchen; Xiong, Jie 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 186 KB

A General Stochastic Maximum Principle f

✍ Peng, Shige 📂 Article 📅 1990 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 992 KB

A maximum principle for optimal control

✍ QingXin Meng 📂 Article 📅 2009 🏛 SP Science China Press 🌐 English ⚖ 204 KB

The Maximum Principle for Partially Obse

✍ Tang, Shanjian 📂 Article 📅 1998 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 370 KB

Maximum principle for the stochastic opt

✍ Li Chen; Zhen Wu 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 421 KB

Dynamic programming principle for stocha

✍ Chen, Li; Wu, Zhen 📂 Article 📅 2012 🏛 EDP Sciences 🌐 English ⚖ 295 KB