Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information |
scientific article |
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Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (English)
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5 October 2020
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LQ optimal control
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forward-backward stochastic differential equation
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time-delay
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optimal filtering
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recursive utility
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