Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793): Difference between revisions
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Revision as of 01:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality conditions for partial information stochastic control problems driven by Lévy processes |
scientific article |
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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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