LQ optimal control of BSDE with initial value constraint under partial information (Q6865857)
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scientific article; zbMATH DE number 8153115
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| English | LQ optimal control of BSDE with initial value constraint under partial information |
scientific article; zbMATH DE number 8153115 |
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LQ optimal control of BSDE with initial value constraint under partial information (English)
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30 January 2026
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backward stochastic differential equation (BSDE)
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initial value constraint
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linear quadratic (LQ) optimal control
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partial information
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