On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation

A. Bensoussan

doi:10.1007/BFb0006560

On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

2 Citations (Scopus)

Original language	English
Title of host publication	Filtering and Control of Random Processes
Subtitle of host publication	Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23–24, 1983
Editors	Hayri Korezlioglu, Gérald Mazziotto, Jacques Szpirglas
Place of Publication	Berlin, Heidelberg
Publisher	Springer
Pages	13-23
ISBN (Electronic)	978-3-540-38832-6
ISBN (Print)	978-3-540-13270-7
DOIs	https://doi.org/10.1007/BFb0006560
Publication status	Published - 1984
Externally published	Yes
Event	ENST (Ecole Nationale Supérieure des Télécommunications) - CNET (Centre National d'Eudes des télécommunications) Colloquium on "Filtering and Control of Random Processes" - Paris, France Duration: 23 Feb 1983 → 24 Feb 1983

Publication series

Name	Lecture Notes in Control and Information Sciences
Volume	61
ISSN (Print)	0170-8643
ISSN (Electronic)	1610-7411

Conference

Conference	ENST (Ecole Nationale Supérieure des Télécommunications) - CNET (Centre National d'Eudes des télécommunications) Colloquium on "Filtering and Control of Random Processes"
Place	France
City	Paris
Period	23/02/83 → 24/02/83

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Bensoussan, A. (1984). On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation. In H. Korezlioglu, G. Mazziotto, & J. Szpirglas (Eds.), Filtering and Control of Random Processes: Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23–24, 1983 (pp. 13-23). (Lecture Notes in Control and Information Sciences; Vol. 61). Springer . https://doi.org/10.1007/BFb0006560

Bensoussan, A. / On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation. Filtering and Control of Random Processes: Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23–24, 1983. editor / Hayri Korezlioglu ; Gérald Mazziotto ; Jacques Szpirglas. Berlin, Heidelberg : Springer , 1984. pp. 13-23 (Lecture Notes in Control and Information Sciences).

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title = "On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation",

author = "A. Bensoussan",

year = "1984",

doi = "10.1007/BFb0006560",

language = "English",

isbn = "978-3-540-13270-7",

series = "Lecture Notes in Control and Information Sciences",

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pages = "13--23",

editor = "Korezlioglu, {Hayri } and Mazziotto, {G{\'e}rald } and Szpirglas, {Jacques }",

booktitle = "Filtering and Control of Random Processes",

note = "ENST (Ecole Nationale Sup{\'e}rieure des T{\'e}l{\'e}communications) - CNET (Centre National d'Eudes des t{\'e}l{\'e}communications) Colloquium on {"}Filtering and Control of Random Processes{"} ; Conference date: 23-02-1983 Through 24-02-1983",

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Bensoussan, A 1984, On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation. in H Korezlioglu, G Mazziotto & J Szpirglas (eds), Filtering and Control of Random Processes: Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23–24, 1983. Lecture Notes in Control and Information Sciences, vol. 61, Springer , Berlin, Heidelberg, pp. 13-23, ENST (Ecole Nationale Supérieure des Télécommunications) - CNET (Centre National d'Eudes des télécommunications) Colloquium on "Filtering and Control of Random Processes" , Paris, France, 23/02/83. https://doi.org/10.1007/BFb0006560

On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation. / Bensoussan, A.
Filtering and Control of Random Processes: Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23–24, 1983. ed. / Hayri Korezlioglu; Gérald Mazziotto; Jacques Szpirglas. Berlin, Heidelberg: Springer , 1984. p. 13-23 (Lecture Notes in Control and Information Sciences; Vol. 61).

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

TY - GEN

T1 - On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation

AU - Bensoussan, A.

PY - 1984

Y1 - 1984

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U2 - 10.1007/BFb0006560

DO - 10.1007/BFb0006560

M3 - RGC 32 - Refereed conference paper (with host publication)

SN - 978-3-540-13270-7

T3 - Lecture Notes in Control and Information Sciences

SP - 13

EP - 23

BT - Filtering and Control of Random Processes

A2 - Korezlioglu, Hayri

A2 - Mazziotto, Gérald

A2 - Szpirglas, Jacques

PB - Springer

CY - Berlin, Heidelberg

T2 - ENST (Ecole Nationale Supérieure des Télécommunications) - CNET (Centre National d'Eudes des télécommunications) Colloquium on "Filtering and Control of Random Processes"

Y2 - 23 February 1983 through 24 February 1983

ER -

Bensoussan A. On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation. In Korezlioglu H, Mazziotto G, Szpirglas J, editors, Filtering and Control of Random Processes: Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23–24, 1983. Berlin, Heidelberg: Springer . 1984. p. 13-23. (Lecture Notes in Control and Information Sciences). doi: 10.1007/BFb0006560

On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation

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