An Introduction to Optimal Control of FBSDE with Incomplete Information (Q4637496)

From MaRDI portal
scientific article; zbMATH DE number 6863972
Language Label Description Also known as
English
An Introduction to Optimal Control of FBSDE with Incomplete Information
scientific article; zbMATH DE number 6863972

    Statements

    An Introduction to Optimal Control of FBSDE with Incomplete Information (English)
    0 references
    0 references
    0 references
    0 references
    23 April 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    forward-backward stochastic differential equations
    0 references
    backward stochastic differential equations
    0 references
    Malliavin derivatives
    0 references
    optimal control
    0 references
    partial information
    0 references
    recursive utility problems
    0 references
    optimal premium problems
    0 references
    incomplete information
    0 references
    0 references