Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793)
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scientific article; zbMATH DE number 6115571
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| English | Optimality conditions for partial information stochastic control problems driven by Lévy processes |
scientific article; zbMATH DE number 6115571 |
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Optimality conditions for partial information stochastic control problems driven by Lévy processes (English)
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13 December 2012
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stochastic differential equation
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optimal control
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maximum principle
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partial information
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Lévy processes
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Teugels martingale
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0.9100328683853148
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0.8800192475318909
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0.863932192325592
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0.861560583114624
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