Backward SDEs for control with partial information (Q5743122): Difference between revisions

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scientific article; zbMATH DE number 7052626
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English
Backward SDEs for control with partial information
scientific article; zbMATH DE number 7052626

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    Backward SDEs for control with partial information (English)
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    8 May 2019
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    backward stochastic differential equations
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    non-Markov control
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    partial information
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    portfolio optimization
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