Examples of optimal control for partially observable systems:comparison, classical, and martingale methods
Work
Year: 1981
Type: article
Source: Stochastics
Authors Václav E. Beneš, Ioannis Karatzas
Cites: 21
Cited by: 18
Related to: 10
FWCI: 3.747
Citation percentile (by year/subfield): 83.04
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: closed