The second-order maximum principle for partially observed optimal controls (Q6127346)
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scientific article; zbMATH DE number 7831673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The second-order maximum principle for partially observed optimal controls |
scientific article; zbMATH DE number 7831673 |
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The second-order maximum principle for partially observed optimal controls (English)
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12 April 2024
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partial observation
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stochastic optimal control
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second-order maximum principle
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backward stochastic differential equation
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Malliavin calculus
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