A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle (Q6548536)
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scientific article; zbMATH DE number 7858463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle |
scientific article; zbMATH DE number 7858463 |
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A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle (English)
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1 June 2024
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Zakai equation
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branching particle system
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forward-backward stochastic differential equation
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optimal control of partially observed system
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maximum principle
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stochastic gradient decent
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