Optimal control problem of backward stochastic differential delay equation under partial information (Q899124)
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scientific article; zbMATH DE number 6522962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control problem of backward stochastic differential delay equation under partial information |
scientific article; zbMATH DE number 6522962 |
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Optimal control problem of backward stochastic differential delay equation under partial information (English)
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21 December 2015
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backward stochastic differential delay equation
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time-advanced stochastic differential equation
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maximum principle
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forward-backward stochastic differential filtering equation
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nonlinear filtering
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linear quadratic optimal control
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