Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476)
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scientific article; zbMATH DE number 7754154
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| English | Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls |
scientific article; zbMATH DE number 7754154 |
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Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (English)
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25 October 2023
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filtering estimation
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Girsanov theorem
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impulse control
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maximum principle
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partially observed information
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0.9163402318954468
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0.8530353903770447
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0.8509658575057983
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