Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control (Q2287586)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control |
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Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control (English)
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21 January 2020
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backward stochastic differential equation
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feedback expression of optimal control
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mean-field
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mixed deterministic and random control
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