Ahmed, Nasir U.
- Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls
2013/02/14 by N. U. Ahmed, Nasir U. Ahmed, Ahmed, Nasir U. +2 · 1 citation
Computer Science · Economics, Econometrics and Finance · Engineering · Mathematics · #49J55 #49K45 #93E20 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Optimization and Control (math.OC) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications #math.OC #msc:49J55 #msc:49K45 #msc:93E20