The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion (Q6198076)
From MaRDI portal
scientific article; zbMATH DE number 7806771
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion |
scientific article; zbMATH DE number 7806771 |
Statements
The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion (English)
0 references
20 February 2024
0 references
fractional Brownian motion
0 references
partial observation
0 references
maximum principle
0 references
backward stochastic differential equations
0 references
Young integral
0 references
rough path integration
0 references
Campbell-Baker-Hausdorff-Dynkin formula
0 references
0 references
0 references
0 references
0 references
0 references
