A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (Q1042987)

From MaRDI portal
Revision as of 07:01, 2 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information
scientific article

    Statements

    A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (English)
    0 references
    7 December 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    maximum principle
    0 references
    stochastic optimal control
    0 references
    partial information
    0 references
    0 references
    0 references