Linear quadratic control of backward stochastic differential equation with partial information (Q2242806)
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scientific article; zbMATH DE number 7423613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic control of backward stochastic differential equation with partial information |
scientific article; zbMATH DE number 7423613 |
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Linear quadratic control of backward stochastic differential equation with partial information (English)
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10 November 2021
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linear quadratic optimal control
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backward stochastic differential equation
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filtering
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Riccati equation
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feedback representation
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