@conference {
	title = {The Conditional Adjoint Process},
	author = {Baras, John S., Elliott, Robert J., Kohlmann, Michael.},
	year = {1988},
	month = {06/1988},
	abstract = {The adjoint process and minimum principle for a partially observed diffusion can be obtained by differentiating the statement that a control u{\textquoteright} is optimal. Using stochastic flows the variation in the cost resulting from a change in an optimal control can be computed explicitly. The technical difficulty is to justify the differentiation.},
	address = {Antibes, France},
	booktitle = {The 8th International Conference on Analysis and Optimization of Systems},
	pages = {pp. 654-662},
	organization = {INRIA}
}
@article {
	title = {The Partially Observed Stochastic Minimum Principle},
	author = {Baras, John S., Elliott, Robert J., Kohlmann, Michael.},
	year = {1989},
	month = {11/1989},
	abstract = {Using stochastic flows and the generalized differentiation formula of Bismut and Kunita, the change in cost due to a strong variation of an optimal control is explicitly calculated. Differentiating this expression gives a minimum principle in both the partially observed and stochastic open loop situations. In the latter case the equation satisfied by the adjoint process is obtained by applying a martingale representation result.},
	pages = {pp. 1279-1292},
	volume = {Vol. 27},
	number = {No. 6},
	journal = {SIAM Journal on Control and Optimization}
}
