Stochastic Control with Delayed Information and Related Nonlinear Master Equation (Q4625003)
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scientific article; zbMATH DE number 7026439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Control with Delayed Information and Related Nonlinear Master Equation |
scientific article; zbMATH DE number 7026439 |
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Stochastic Control with Delayed Information and Related Nonlinear Master Equation (English)
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20 February 2019
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information delay
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partial observation
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master equation
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McKean-Vlasov SDE
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functional Itô formula
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