L'équation de Zakai et le problème séparé du contrôle optimal stochastique
Haussmann, Ulrich G.
Séminaire de probabilités de Strasbourg, Tome 19 (1985), p. 37-62 / Harvested from Numdam
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Publié le : 1985-01-01
@article{SPS_1985__19__37_0,
     author = {Haussmann, Ulrich G.},
     title = {L'\'equation de Zakai et le probl\`eme s\'epar\'e du contr\^ole optimal stochastique},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {19},
     year = {1985},
     pages = {37-62},
     mrnumber = {889467},
     zbl = {0555.60027},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SPS_1985__19__37_0}
}

Haussmann, Ulrich G. L'équation de Zakai et le problème séparé du contrôle optimal stochastique. Séminaire de probabilités de Strasbourg, Tome 19 (1985) pp. 37-62. http://gdmltest.u-ga.fr/item/SPS_1985__19__37_0/

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