A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (Q1042987)
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scientific article; zbMATH DE number 5643460
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| English | A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information |
scientific article; zbMATH DE number 5643460 |
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A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (English)
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7 December 2009
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maximum principle
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stochastic optimal control
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partial information
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0.9147549271583556
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0.9083529114723206
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0.8989132642745972
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