A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484)
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scientific article; zbMATH DE number 7444393
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| English | A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information |
scientific article; zbMATH DE number 7444393 |
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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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0.9068965315818788
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0.8935303092002869
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0.8911030292510986
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0.879206657409668
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