A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062)
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scientific article; zbMATH DE number 5908989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for partially observed optimal control of forward-backward stochastic control systems |
scientific article; zbMATH DE number 5908989 |
Statements
A maximum principle for partially observed optimal control of forward-backward stochastic control systems (English)
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17 June 2011
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maximum principle
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partial information
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adjoint equation
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backward stochastic differential equation
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filtering
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linear-quadratic optimal control
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