Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems (Q983721)
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scientific article; zbMATH DE number 5760459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems |
scientific article; zbMATH DE number 5760459 |
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Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems (English)
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24 July 2010
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fully-coupled forward-backward stochastic systems
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partially-observed optimal control
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maximum principle
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adjoint equations
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linear-quadratic control
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0.9829623
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0.9625533
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0.9623642
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0.9599565
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0.9541559
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