Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (Q6569784)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle |
scientific article; zbMATH DE number 7878801
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle |
scientific article; zbMATH DE number 7878801 |
Statements
Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (English)
0 references
9 July 2024
0 references
forward-backward stochastic jump-diffusion differential system
0 references
Girsanov's theorem
0 references
maximum principle
0 references
partial information
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
