Maximum principle for partially-observed optimal control problems of stochastic delay systems
DOI10.1007/s11424-016-5078-4zbMath1370.93328OpenAlexW2565516109MaRDI QIDQ2400451
Publication date: 1 September 2017
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-016-5078-4
maximum principleanticipated backward stochastic differential equationpartially-observed optimal controlstochastic delay systems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)
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