A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484)
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 linear-quadratic optimal control problem of stochastic differential equations with delay and partial information |
scientific article; zbMATH DE number 7444393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information |
scientific article; zbMATH DE number 7444393 |
Statements
A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (English)
0 references
14 December 2021
0 references
partial information
0 references
stochastic differential equation with delay
0 references
stochastic maximum principle
0 references
linear-quadratic control
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
