Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps (Q5056555)
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scientific article; zbMATH DE number 7629399
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps |
scientific article; zbMATH DE number 7629399 |
Statements
Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps (English)
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8 December 2022
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partially observed optimal control
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McKean-Vlasov stochastic system with jumps
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probability measure
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Girsanov's theorem
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derivatives with respect to measure
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