A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062): Difference between revisions
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maximum principle | |||
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partial information | |||
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adjoint equation | |||
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backward stochastic differential equation | |||
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filtering | |||
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linear-quadratic optimal control | |||
Property / zbMATH Keywords: linear-quadratic optimal control / rank | |||
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Revision as of 11:43, 1 July 2023
scientific article
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English | A maximum principle for partially observed optimal control of forward-backward stochastic control systems |
scientific article |
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A maximum principle for partially observed optimal control of forward-backward stochastic control systems (English)
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17 June 2011
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maximum principle
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partial information
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adjoint equation
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backward stochastic differential equation
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filtering
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linear-quadratic optimal control
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