✦ LIBER ✦

The Filtering Equations of Forward-Backward Stochastic Systems with Random Jumps and Applications to Partial Information Stochastic Optimal Control

✍ Scribed by Xiao, Hua; Wang, Guangchen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The maximum principle for partially obse

✍ Hua Xiao 📂 Article 📅 2011 🏛 Academy of Mathematics and Systems Science, Chines 🌐 English ⚖ 231 KB

Kalman–Bucy filtering equations of forwa

✍ Guangchen Wang; Zhen Wu 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 200 KB

Maximum Principles for Optimal Control o

✍ Oksendal, Bernt; Sulem, Agnes 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 293 KB

Maximum principle for forward-backward s

✍ Jingtao Shi; Zhen Wu 📂 Article 📅 2010 🏛 Academy of Mathematics and Systems Science, Chines 🌐 English ⚖ 208 KB

On near-optimal necessary and sufficient

✍ Mokhtar Hafayed,Petr Veverka,Syed Abbas 📂 Article 📅 2014 🏛 Springer-Verlag 🌐 English ⚖ 302 KB

The relaxed optimal control problem of f

✍ Chala, Adel 📂 Article 📅 2012 🏛 Walter de Gruyter GmbH & Co. KG 🌐 English ⚖ 309 KB