Optimal Control of Backward Doubly Stochastic Systems With Partial Information

DOI10.1109/TAC.2014.2322212zbMath1360.93794MaRDI QIDQ2982890

Qing-Feng Zhu, Yu-feng Shi

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (6)

Nonzero-sum differential game of backward doubly stochastic systems with delay and applications ⋮ Stochastic maximum principle for delayed doubly stochastic control systems and their applications ⋮ Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games ⋮ Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes ⋮ The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes ⋮ The delayed doubly stochastic linear quadratic optimal control problem

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