Login / Signup
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information.
Guangchen Wang
Zhen Wu
Jie Xiong
Published in:
IEEE Trans. Autom. Control. (2015)
Keyphrases
</>
optimal control
partial information
forward backward
linear quadratic
brownian motion
stochastic differential equations
incomplete information
hidden markov models
dynamic programming
control strategy
infinite horizon
reinforcement learning
learning algorithm
stochastic process