The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (Q1743669): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q694792 |
Changed an Item |
||
| Property / author | |||
| Property / author: Nabil Khelfallah / rank | |||
Normal rank | |||
Revision as of 08:12, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion |
scientific article |
Statements
The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (English)
0 references
13 April 2018
0 references
forward-backward stochastic differential equation
0 references
optimal control
0 references
maximum principle
0 references
partially observed optimal control
0 references
Teugels martingale
0 references
Lévy process
0 references
