Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (Q285814)
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scientific article; zbMATH DE number 6582716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives |
scientific article; zbMATH DE number 6582716 |
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Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (English)
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19 May 2016
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stochastic control
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noisy memory
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maximum principle
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Malliavin derivative
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