N. U. Ahmed
- Stochastic Minimum Principle for Partially Observed Systems Subject to\n Continuous and Jump Diffusion Processes and Driven by Relaxed Controls
2013/02/14 by N. U. Ahmed, Ahmed, Nasir U., Charalambos D. Charalambous +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · Engineering · #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