Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Optimal control of systems with noisy memory and BSDEs with Malliavin
  derivatives   In this article we consider a stochastic optimal control problem where the
dynamics of the state process, $X(t)$, is a controlled stochastic differential
equation with jumps, delay and \emph{noisy memory}. The term noisy memory is,
to the best of our knowledge, new. By this we mean that the dynamics of $X(t)$
depend on $\int_{t-\delta}^t X(s) dB(s)$ (where $B(t)$ is a Brownian motion).
Hence, the dependence is noisy because of the Brownian motion, and it involves
memory due to the influence from the previous values of the state process.
  We derive necessary and sufficient maximum principles for this stochastic
control problem in two different ways, resulting in two sets of maximum
principles. The first set of maximum principles is derived using Malliavin
calculus techniques, while the second set comes from reduction to a discrete
delay optimal control problem, and application of previously known results by
{\O}ksendal, Sulem and Zhang. The maximum principles also apply to the case
where the controller only has partial information, in the sense that the
admissible controls are adapted to a sub-$\sigma$-algebra of the natural
filtration.

27
The categories of this paper are: comp-gas
20
The categories of this paper are: acc-phys
19
The categories of this paper are: eess
30
The categories of this paper are: q-alg
17
The categories of this paper are: q-fin
28
The categories of this paper are: alg-geom
6
The categories of this paper are: astro-ph
10
The categories of this paper are: q-bio
15
The categories of this paper are: nucl-ex
18
The categories of this paper are: econ
1
The categories of this paper are: cs
37
The categories of this paper are: supr-con
16
The categories of this paper are: stat
8
The categories of this paper are: hep-ex
0
The categories of this paper are: hep-ph
21
The categories of this paper are: adap-org