A Hida–Malliavin white noise calculus approach to optimal control (Q4554053): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q185099 |
Changed an Item |
||
| Property / author | |||
| Property / author: Bernt Øksendal / rank | |||
Normal rank | |||
Revision as of 18:05, 10 February 2024
scientific article; zbMATH DE number 6974490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Hida–Malliavin white noise calculus approach to optimal control |
scientific article; zbMATH DE number 6974490 |
Statements
A Hida–Malliavin white noise calculus approach to optimal control (English)
0 references
7 November 2018
0 references
stochastic maximum principle
0 references
spike perturbation
0 references
backward stochastic differential equation (BSDE)
0 references
white noise theory
0 references
Hida-Malliavin calculus
0 references
