Stochastic control with delayed information and related nonlinear master equation (Q4625003)

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scientific article; zbMATH DE number 7026439
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    Stochastic control with delayed information and related nonlinear master equation
    scientific article; zbMATH DE number 7026439

      Statements

      Stochastic Control with Delayed Information and Related Nonlinear Master Equation (English)
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      20 February 2019
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      information delay
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      partial observation
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      master equation
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      McKean-Vlasov SDE
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      functional Itô formula
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