Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565)

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Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach
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    Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (English)
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    16 August 2018
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    stochastic optimal control with partial observation
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    backward SDEs
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    randomization of controls
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    path-dependent controlled sdes
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