Partially-Observed Maximum Principle for Backward Stochastic Differential Delay Equations.
Shuang WuPublished in: IEEE CAA J. Autom. Sinica (2024)
Keyphrases
- partially observed
- stochastic differential equations
- forward and backward
- brownian motion
- maximum a posteriori estimation
- stochastic optimization
- bi directional
- linear equations
- stochastic process
- stochastic models
- mathematical model
- stochastic processes
- fractional brownian motion
- numerical solution
- differential equations
- stochastic programming
- hamilton jacobi
- forward backward
- wireless sensor networks
- stochastic model