Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
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 |
Statements
Optimality conditions for partial information stochastic control problems driven by Lévy processes (English)
0 references
13 December 2012
0 references
stochastic differential equation
0 references
optimal control
0 references
maximum principle
0 references
partial information
0 references
Lévy processes
0 references
Teugels martingale
0 references