Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach |
scientific article |
Statements
Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (English)
0 references
16 August 2018
0 references
stochastic optimal control with partial observation
0 references
backward SDEs
0 references
randomization of controls
0 references
path-dependent controlled sdes
0 references
