A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:57, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for partially observed optimal control of forward-backward stochastic control systems |
scientific article |
Statements
A maximum principle for partially observed optimal control of forward-backward stochastic control systems (English)
0 references
17 June 2011
0 references
maximum principle
0 references
partial information
0 references
adjoint equation
0 references
backward stochastic differential equation
0 references
filtering
0 references
linear-quadratic optimal control
0 references
