The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462)
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scientific article; zbMATH DE number 7734406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon |
scientific article; zbMATH DE number 7734406 |
Statements
The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (English)
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5 September 2023
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partially observed maximum principle
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infinite horizon forward-backward stochastic differential equation with jumps
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discounted optimal control
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