OPTIMAL CONTROL OF PARTIALLY OBSERVABLE DIFFUSIONS

[1] LOCAL BEHAVIOR OF SOLUTIONS OF QUASILINEAR PARABOLIC EQUATIONS [J]. ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS, 1967, 25 (02) : 81 - &

[2] BALAKRISHNAN AV, 1967, THEORY CONTROL ED

[3] CAIANIELLO ER, 1966, FUNCTIONAL ANALYS ED

[4] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[5] Dynkin EB., 2006, THEORY MARKOV PROCES

[6] FLEMIMG WH, 1963, J MATH MECH, V12, P131

[7] DUALITY AND A PRIORI ESTIMATES IN MARKOVIAN OPTIMIZATION PROBLEMS [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1966, 16 (02) : 254 - &

[8] FLEMING WH, 1964, J MATH MECH, V13, P987

[9] FLEMING WH, 1966, J MATH MECH, V15, P777

[10] FLEMING WH, 1967, THEORY CONTROL

[1] LOCAL BEHAVIOR OF SOLUTIONS OF QUASILINEAR PARABOLIC EQUATIONS [J]. ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS, 1967, 25 (02) : 81 - &

[2] BALAKRISHNAN AV, 1967, THEORY CONTROL ED

[3] CAIANIELLO ER, 1966, FUNCTIONAL ANALYS ED

[4] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[5] Dynkin EB., 2006, THEORY MARKOV PROCES

[6] FLEMIMG WH, 1963, J MATH MECH, V12, P131

[7] DUALITY AND A PRIORI ESTIMATES IN MARKOVIAN OPTIMIZATION PROBLEMS [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1966, 16 (02) : 254 - &

[8] FLEMING WH, 1964, J MATH MECH, V13, P987

[9] FLEMING WH, 1966, J MATH MECH, V15, P777

[10] FLEMING WH, 1967, THEORY CONTROL