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Existence and uniqueness of solutions for a partially observed stochastic control problem

Alain Bensoussan, Metin Çakanyıldırım, Meng Li, Suresh P. Sethi

Stochastic Processes, Finance and Control, World Scientific, 393–413

Type & yearBook Chapters · 2012
Research themeMethods & Practice
PublicationStochastic Processes, Finance and Control, World Scientific, 393–413

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