Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach - Archive ouverte HAL Accéder directement au contenu
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

Dates et versions

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

Identifiants

Citer

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⟩
9 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More