A Hida–Malliavin white noise calculus approach to optimal control (Q4554053)
From MaRDI portal
scientific article; zbMATH DE number 6974490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Hida–Malliavin white noise calculus approach to optimal control |
scientific article; zbMATH DE number 6974490 |
Statements
A Hida–Malliavin white noise calculus approach to optimal control (English)
0 references
7 November 2018
0 references
stochastic maximum principle
0 references
spike perturbation
0 references
backward stochastic differential equation (BSDE)
0 references
white noise theory
0 references
Hida-Malliavin calculus
0 references
0 references
