Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information
type: Item
instance of: scholarly article
title: Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information
zbMATH Open document ID: 1448.93348
author: Na Li
author: Guangchen Wang
author: Zhen Wu
published in: Automatica
publication date: 2020-10-05T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 93C43
Mathematics Subject Classification ID: 93C23
Mathematics Subject Classification ID: 34K50
zbMATH DE Number: 7255005
zbMATH Keywords: LQ optimal control
zbMATH Keywords: forward-backward stochastic differential equation
zbMATH Keywords: time-delay
zbMATH Keywords: optimal filtering
zbMATH Keywords: recursive utility
MaRDI profile type: Publication
full work available at URL: j.automatica.2020.109169
OpenAlex ID: W3048060871
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DOI: 10.1016/J.AUTOMATICA.2020.109169
description: scientific article; zbMATH DE number 7255005