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

@@ Property / Mathematics Subject Classification ID @@
+E10
@@ Property / Mathematics Subject Classification ID: 93E10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K45
@@ Property / Mathematics Subject Classification ID: 49K45 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E03
@@ Property / Mathematics Subject Classification ID: 93E03 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5908989
@@ Property / zbMATH DE Number: 5908989 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+maximum principle
@@ Property / zbMATH Keywords: maximum principle / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+partial information
@@ Property / zbMATH Keywords: partial information / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+adjoint equation
@@ Property / zbMATH Keywords: adjoint equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+backward stochastic differential equation
@@ Property / zbMATH Keywords: backward stochastic differential equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+filtering
@@ Property / zbMATH Keywords: filtering / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear-quadratic optimal control
@@ Property / zbMATH Keywords: linear-quadratic optimal control / rank @@
+Normal rank

Revision as of 10:43, 1 July 2023