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"The Global Maximum Principle for Optimal Control of Partially Observed ..."
Yueyang Zheng, Yaozhong Hu (2024)
- Yueyang Zheng, Yaozhong Hu:
The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion. SIAM J. Control. Optim. 62(1): 509-538 (2024)
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