Partially observed time-inconsistent stochastic linear-quadratic control with random jumps (Q4563358)
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scientific article; zbMATH DE number 6879643
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| English | Partially observed time-inconsistent stochastic linear-quadratic control with random jumps |
scientific article; zbMATH DE number 6879643 |
Statements
Partially observed time‐inconsistent stochastic linear‐quadratic control with random jumps (English)
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31 May 2018
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forward backward stochastic differential equation
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linear quadratic optimal control
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partial information
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random jump
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time inconsistency
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0.8783058524131775
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0.8448380827903748
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0.8341872096061707
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0.8338525891304016
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