AORTA
发表于 2025-3-23 10:31:47
SpringerBriefs in Mathematicshttp://image.papertrans.cn/a/image/155414.jpg
和平主义者
发表于 2025-3-23 14:14:18
An Introduction to Optimal Control of FBSDE with Incomplete Information978-3-319-79039-8Series ISSN 2191-8198 Series E-ISSN 2191-8201
podiatrist
发表于 2025-3-23 19:17:14
Die vorsokratischen Philosophen with incomplete information. We first state a theorem on the stochastic filtering of a general stochastic process. The proof of that result can be found in Liptser and Shiyayev , so we omit it here. Then, we apply this result to the stochastic filtering for the solutions to BSDEs in Section . and to those for FBSDEs in Section ..
装入胶囊
发表于 2025-3-23 23:52:08
Die vorsokratischen Philosophene convex variation and the duality technique, we derive a stochastic maximum principle and two verification theorems for optimality of Problem A. As an application of the optimality conditions, we solve explicitly an LQ optimal control problem and a cash management problem.
Patrimony
发表于 2025-3-24 02:50:00
http://reply.papertrans.cn/16/1555/155414/155414_15.png
byline
发表于 2025-3-24 07:15:51
https://doi.org/10.1007/978-3-476-03507-3: signal and observation. The signal process is what we want to estimate based on the observation which provides the information we can use. Kalman–Bucy filtering is the most successful result in linear filtering theory, which was obtained by Kalman and Bucy . Nonlinear filtering is much more di
aggrieve
发表于 2025-3-24 14:42:30
Die vorsokratischen Philosophen with incomplete information. We first state a theorem on the stochastic filtering of a general stochastic process. The proof of that result can be found in Liptser and Shiyayev , so we omit it here. Then, we apply this result to the stochastic filtering for the solutions to BSDEs in Section . a
perjury
发表于 2025-3-24 16:25:54
Die vorsokratischen Philosophene convex variation and the duality technique, we derive a stochastic maximum principle and two verification theorems for optimality of Problem A. As an application of the optimality conditions, we solve explicitly an LQ optimal control problem and a cash management problem.
单挑
发表于 2025-3-24 21:40:54
Die vorsokratischen Philosophen Problem B introduced in Section .. For simplicity, we take the dimensions .. Using a direct method and a Malliavin derivative method, we establish two versions of the stochastic maximum principle for the characterization of the optimal control. To demonstrate the applicability, we work out an illus
manifestation
发表于 2025-3-25 00:30:44
http://reply.papertrans.cn/16/1555/155414/155414_20.png