Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793): Difference between revisions

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Optimality conditions for partial information stochastic control problems driven by Lévy processes
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    Optimality conditions for partial information stochastic control problems driven by Lévy processes (English)
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    13 December 2012
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    stochastic differential equation
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    optimal control
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    maximum principle
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    partial information
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    Lévy processes
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    Teugels martingale
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