Advances in filtering and optimal stochastic control: proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1-6, 1982

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Wendell Helms Fleming, Luis G. Gorostiza
Springer-Verlag, 1982 - Mathematics - 392 pages
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Contents

BARAS J S HOPKINS Jr W E BLANKENSHIP G L Existence uniqueness
1
E Optimal stopping under partial observations
18
BENSOUSSAN A Optimal control of partially observed diffusions
38
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