A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (Q1042987)
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: A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information |
scientific article; zbMATH DE number 5643460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information |
scientific article; zbMATH DE number 5643460 |
Statements
A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (English)
0 references
7 December 2009
0 references
maximum principle
0 references
stochastic optimal control
0 references
partial information
0 references
0 references
0 references
0 references
0 references
