Optimal control problem of backward stochastic differential delay equation under partial information (Q899124)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal control problem of backward stochastic differential delay equation under partial information |
scientific article; zbMATH DE number 6522962
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal control problem of backward stochastic differential delay equation under partial information |
scientific article; zbMATH DE number 6522962 |
Statements
Optimal control problem of backward stochastic differential delay equation under partial information (English)
0 references
21 December 2015
0 references
backward stochastic differential delay equation
0 references
time-advanced stochastic differential equation
0 references
maximum principle
0 references
forward-backward stochastic differential filtering equation
0 references
nonlinear filtering
0 references
linear quadratic optimal control
0 references
0 references
0 references
0 references
0 references
0 references
