A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062): Difference between revisions

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Latest revision as of 04:54, 4 July 2024

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A maximum principle for partially observed optimal control of forward-backward stochastic control systems
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    A maximum principle for partially observed optimal control of forward-backward stochastic control systems (English)
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    17 June 2011
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    maximum principle
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    partial information
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    adjoint equation
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    backward stochastic differential equation
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    filtering
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    linear-quadratic optimal control
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