Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach - Archive ouverte HAL
Article Dans Une Revue The Annals of Applied Probability Année : 2018

Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach

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hal-03947531 , version 1 (19-01-2023)

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Elena Bandini, Andrea Cosso, Marco Fuhrman, Huyên Pham. Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach. The Annals of Applied Probability, 2018, 28 (3), ⟨10.1214/17-AAP1340⟩. ⟨hal-03947531⟩
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