The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (Q1743669): Difference between revisions
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Latest revision as of 07:47, 11 December 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 |
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The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (English)
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13 April 2018
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forward-backward stochastic differential equation
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optimal control
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maximum principle
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partially observed optimal control
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Teugels martingale
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Lévy process
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