The finite-horizon version for a partially-observed stochastic control problem of benes
& rishel
Authors:
Ioannis Karatzas -
a;
Daniel L. Ocone -
b
| Affiliations: | a Department of Statistics, Colurnbia University, New York, NY |
| b Department of Mathematics, Rutgers University Hill Center, New Brunswick, NJ |
DOI:
10.1080/07362999308809332
Publication Frequency:
6 issues per year
Formats available:
PDF
(English)
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