A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information (Q2982507)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information |
scientific article |
Statements
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information (English)
0 references
16 May 2017
0 references
