Optimal control with partial information for stochastic Volterra equations.

Øksendal, Bernt, and Zhang, Tusheng. "Optimal control with partial information for stochastic Volterra equations.." International Journal of Stochastic Analysis 2010 (2010): Article ID 329185, 25 p.-Article ID 329185, 25 p.. <http://eudml.org/doc/223651>.

@article{Øksendal2010,
author = {Øksendal, Bernt, Zhang, Tusheng},
journal = {International Journal of Stochastic Analysis},
keywords = {existence and characterizations of an optimal control; linear stochastic Volterra equations; general maximum principle},
language = {eng},
pages = {Article ID 329185, 25 p.-Article ID 329185, 25 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Optimal control with partial information for stochastic Volterra equations.},
url = {http://eudml.org/doc/223651},
volume = {2010},
year = {2010},
}

TY - JOUR
AU - Øksendal, Bernt
AU - Zhang, Tusheng
TI - Optimal control with partial information for stochastic Volterra equations.
JO - International Journal of Stochastic Analysis
PY - 2010
PB - Hindawi Publishing Corporation, New York
VL - 2010
SP - Article ID 329185, 25 p.
EP - Article ID 329185, 25 p.
LA - eng
KW - existence and characterizations of an optimal control; linear stochastic Volterra equations; general maximum principle
UR - http://eudml.org/doc/223651
ER -