Maximum principle for stochastic differential games with partial information (Q1014037): Difference between revisions
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| Property / cites work: Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions / rank | |||
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| Property / cites work: A Maximum Principle for Stochastic Control with Partial Information / rank | |||
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| Property / cites work: Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance / rank | |||
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| Property / cites work: The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations / rank | |||
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| Property / cites work: Financial Modelling with Jump Processes / rank | |||
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| Property / cites work: Applied stochastic control of jump diffusions / rank | |||
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Revision as of 11:52, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for stochastic differential games with partial information |
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Maximum principle for stochastic differential games with partial information (English)
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24 April 2009
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jump diffusions
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stochastic control
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stochastic differential games
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sufficient maximum principle
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necessary maximum principle
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