The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations (Q4210180)
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scientific article; zbMATH DE number 1200819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations |
scientific article; zbMATH DE number 1200819 |
Statements
The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations (English)
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21 September 1998
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partially observed optimal control
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maximum principle
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backward stochastic partial differential equations
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adjoint vector fields
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