Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type (Q2960128)
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scientific article; zbMATH DE number 6681674
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| English | Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type |
scientific article; zbMATH DE number 6681674 |
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Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type (English)
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7 February 2017
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linear-quadratic optimal control
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forward-backward stochastic differential equations
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mean-field type
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classical spike variational method
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decoupling technique
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