Maximum principle for partially-observed optimal control problems of stochastic delay systems (Q2400451)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for partially-observed optimal control problems of stochastic delay systems |
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Maximum principle for partially-observed optimal control problems of stochastic delay systems (English)
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1 September 2017
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anticipated backward stochastic differential equation
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maximum principle
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partially-observed optimal control
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stochastic delay systems
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