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dc.contributor.authorBensoussan, Alain
dc.date.accessioned2014-10-30T12:52:44Z
dc.date.available2014-10-30T12:52:44Z
dc.date.issued1989
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/14081
dc.language.isoenen
dc.subjectPDEen
dc.subject.ddc519en
dc.titleOn approximation techniques for stochastic control with partial informationen
dc.typeCommunication / Conférence
dc.description.abstractenFinite-dimensional filters are used in the context of stochastic control with partial information to obtain a kind of approximate separation principle. It turns out that many technical problems are met in the study of the approximation and that some simplification is desirable. The author shows how to use partial differential equation techniques to simplify the proofs as much as possible and to permit more general classes of approximate feedback to be envisioned.en
dc.identifier.citationpages716-718en
dc.relation.ispartoftitleProceedings of the 28th IEEE Conference on Decision and Control, 1989.en
dc.relation.ispartofpublnameIEEEen
dc.relation.ispartofdate1989
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.conftitle28th IEEE Conference on Decision and Control, 1989.en
dc.relation.confdate1989-12
dc.relation.confcityTampaen
dc.relation.confcountryÉtats-Unisen
dc.relation.forthcomingnonen
dc.identifier.doihttp://dx.doi.org/10.1109/CDC.1989.70210en


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