A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps (Q6071314)

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scientific article; zbMATH DE number 7769084
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A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps
scientific article; zbMATH DE number 7769084

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    A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps (English)
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    23 November 2023
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    stochastic maximum principle
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    forward-backward stochastic differential equations with jump processes
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    partially observed optimal control
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    McKean-Vlasov differential equations
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    derivative with respect to probability measures
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