A Hida–Malliavin white noise calculus approach to optimal control (Q4554053)
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scientific article; zbMATH DE number 6974490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Hida–Malliavin white noise calculus approach to optimal control |
scientific article; zbMATH DE number 6974490 |
Statements
A Hida–Malliavin white noise calculus approach to optimal control (English)
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7 November 2018
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stochastic maximum principle
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spike perturbation
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backward stochastic differential equation (BSDE)
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white noise theory
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Hida-Malliavin calculus
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