Pages that link to "Item:Q694793"
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The following pages link to Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793):
Displayed 3 items.
- The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (Q1743669) (← links)
- Partial information stochastic differential games for backward stochastic systems driven by Lévy processes (Q2004147) (← links)
- Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) (← links)