A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817): Difference between revisions
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Revision as of 01:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic maximum principle for partially observed stochastic control systems with delay |
scientific article |
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A stochastic maximum principle for partially observed stochastic control systems with delay (English)
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6 January 2021
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partial information
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stochastic differential equation with delay
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stochastic maximum principle
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path-dependent
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