Maximum principle for stochastic differential games with partial information (Q1014037): Difference between revisions

@@ Property / DOI @@
-.1007/s10957-008-9398-y
@@ Property / DOI: 10.1007/s10957-008-9398-y / rank @@
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+W1967591506
@@ Property / OpenAlex ID: W1967591506 / rank @@
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@@ Property / cites work @@
+Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
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@@ Property / cites work @@
+A Maximum Principle for Stochastic Control with Partial Information
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@@ Property / cites work @@
+Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance
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@@ Property / cites work @@
+The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
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@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
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@@ Property / cites work @@
+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
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@@ Property / DOI @@
+.1007/S10957-008-9398-Y
@@ Property / DOI: 10.1007/S10957-008-9398-Y / rank @@
+Normal rank