A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (Q1042987): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:53, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information |
scientific article |
Statements
A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (English)
0 references
7 December 2009
0 references
maximum principle
0 references
stochastic optimal control
0 references
partial information
0 references
