Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion |
scientific article |
Statements
Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (English)
0 references
17 February 2020
0 references
\(G\)-Brownian motion
0 references
optimal control problem
0 references
stochastic maximum principle
0 references
0 references
0 references
0 references
0 references
0 references