Backward SDEs for control with partial information (Q5743122)
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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)
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8 May 2019
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backward stochastic differential equations
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non-Markov control
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partial information
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portfolio optimization
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