The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008)
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scientific article; zbMATH DE number 7691001
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| English | The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps |
scientific article; zbMATH DE number 7691001 |
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The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (English)
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1 June 2023
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global maximum principle
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progressive optimal control
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forward-backward stochastic differential equation
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partial observation
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random jumps
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stochastic filtering
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\(L^\beta\)-estimate
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0.9773931
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0.95224553
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