Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Partially Observed Stochastic Minimum Principle

6 references·10 citing·45 second hop

FromToDepth

this work references cited by second hop

References

1980Controlled Diffusion Processes1,311 cited
1978An Introductory Approach to Duality in Optimal Stochastic Control445 cited
1983Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions177 cited
1976General necessary conditions for optimal control of stochastic systems115 cited
1981On the decomposition of solutions of stochastic differential equations104 cited
1981A generalized formula of Ito and some other properties of stochastic flows73 cited

Cited by

1995General necessary conditions for partially observed optimal stochastic controls58 cited
2010Maximum Principle for Partially-Observed Optimal Control of Fully-Coupled Forward-Backward Stochastic Systems53 cited
1990The optimal control of diffusions41 cited
2009General Maximum Principles for Partially Observed Risk-Sensitive Optimal Control Problems and Applications to Finance38 cited
2010Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls35 cited
2005Bounded Variation Singular Stochastic Control and Dynkin Game34 cited
2020An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems30 cited
1994The second order minimum principle and adjoint process

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

30 cited

2015Risk-Sensitive Mean-Field Type Control Under Partial Observation25 cited

2015Dynamic Optimization of Large-Population Systems with Partial Information22 cited