Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622): Difference between revisions

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Latest revision as of 17:35, 6 July 2024

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Maximum principle for general controlled systems driven by fractional Brownian motions
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    Maximum principle for general controlled systems driven by fractional Brownian motions (English)
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    9 August 2013
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    stochastic optimal control
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    backward stochastic differential equations
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    maximum principle
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    fractional Brownian motions
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    controlled stochastic differential systems
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    Malliavin calculus
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    partial information stochastic control
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