hu.oksendal:08:partial¶
BibTeX Entry:
@article{hu.oksendal:08:partial,
author = {Hu, Yaozhong and {\O}ksendal, Bernt},
doi = {10.1137/060667566},
fjournal = {SIAM Journal on Control and Optimization},
issn = {0363-0129},
journal = {SIAM J. Control Optim.},
mrclass = {93E20 (60G51 60H05 60J75 91B28)},
mrnumber = {2421328},
mrreviewer = {Christian Bender},
number = {4},
pages = {1744--1761},
title = {Partial information linear quadratic control for jump diffusions},
url = {https://doi.org/10.1137/060667566},
volume = {47},
year = {2008}
}