The filtering equations of forward-backward stochastic systems with random jumps and applications to partial information stochastic optimal control (Q3068100)
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scientific article; zbMATH DE number 5836123
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| English | The filtering equations of forward-backward stochastic systems with random jumps and applications to partial information stochastic optimal control |
scientific article; zbMATH DE number 5836123 |
Statements
The Filtering Equations of Forward-Backward Stochastic Systems with Random Jumps and Applications to Partial Information Stochastic Optimal Control (English)
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13 January 2011
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forward-backward stochastic differential equation
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optimal control
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random jump
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stochastic filtering
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0.8588221669197083
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0.854656994342804
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0.852169394493103
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0.8485652804374695
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