Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (Q285814)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives |
scientific article |
Statements
Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (English)
0 references
19 May 2016
0 references
stochastic control
0 references
noisy memory
0 references
maximum principle
0 references
Malliavin derivative
0 references
0 references
0 references
