Backward SDEs for control with partial information (Q5743122): Difference between revisions
From MaRDI portal
Set profile property. |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:59, 7 March 2024
scientific article; zbMATH DE number 7052626
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward SDEs for control with partial information |
scientific article; zbMATH DE number 7052626 |
Statements
Backward SDEs for control with partial information (English)
0 references
8 May 2019
0 references
backward stochastic differential equations
0 references
non-Markov control
0 references
partial information
0 references
portfolio optimization
0 references
