Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach |
scientific article |
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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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