Partially observed optimal controls of forward-backward doubly stochastic systems

Author: Shi Yufeng   Zhu Qingfeng  

Publisher: Edp Sciences

E-ISSN: 1262-3377|19|3|828-843

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.19, Iss.3, 2013-07, pp. : 828-843

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Abstract