Optimal control problem of backward stochastic differential delay equation under partial information.
Shuang WuGuangchen WangPublished in: Syst. Control. Lett. (2015)
Keyphrases
- partial information
- optimal control
- optimal control problems
- hamilton jacobi bellman
- brownian motion
- incomplete information
- control problems
- dynamic programming
- stochastic control
- control strategy
- linear quadratic
- feedback control
- differential equations
- class of nonlinear systems
- production planning
- infinite horizon
- control law
- reinforcement learning
- lyapunov function
- mathematical model
- stochastic model
- numerical solution
- control theory
- cooperative
- real time
- multi agent
- neural network