Optimal control of LQ problem with anticipative partial observations (Q6607540)
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scientific article; zbMATH DE number 7915336
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| English | Optimal control of LQ problem with anticipative partial observations |
scientific article; zbMATH DE number 7915336 |
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Optimal control of LQ problem with anticipative partial observations (English)
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18 September 2024
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anticipative LQ problem
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enlargement of filtration
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linear filtering
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martingale representation theorem
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Riccati equation
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0.8450979590415955
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0.81859290599823
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0.8081333637237549
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