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

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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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+linear-quadratic optimal control
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+Adapted solution of a backward stochastic differential equation
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+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
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+Backward Stochastic Differential Equations in Finance
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@@ Property / cites work @@
+Backward stochastic differential equations and applications to optimal control
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@@ Property / cites work @@
+Zero-sum stochastic differential games and backward equations
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@@ Property / cites work @@
+The generalization of a class of impulse stochastic control models of a geometric Brownian motion
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@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
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@@ Property / cites work @@
+Optimal Control of Partially Observable Diffusions
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@@ Property / cites work @@
+Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
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@@ Property / cites work @@
+The Maximum Principle for Optimal Control of Diffusions with Partial Information
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@@ Property / cites work @@
+The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
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@@ Property / cites work @@
+On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations
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@@ Property / cites work @@
+The Partially Observed Stochastic Minimum Principle
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@@ Property / cites work @@
+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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@@ Property / cites work @@
+On the Separation Theorem of Stochastic Control
@@ Property / cites work: On the Separation Theorem of Stochastic Control / rank @@
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+Q3503154
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+Publication:543062