A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484)
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| Language | Label | Description | Also known as |
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| English | A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information |
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A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (English)
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14 December 2021
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partial information
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stochastic differential equation with delay
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stochastic maximum principle
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linear-quadratic control
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