A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information |
scientific article |
Statements
A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (English)
0 references
15 July 2014
0 references
optimal control
0 references
partial information
0 references
filtering
0 references
forward-backward stochastic differential equations
0 references
maximum principle
0 references
0 references
0 references
0 references
0 references
