Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality conditions for partial information stochastic control problems driven by Lévy processes |
scientific article |
Statements
Optimality conditions for partial information stochastic control problems driven by Lévy processes (English)
0 references
13 December 2012
0 references
stochastic differential equation
0 references
optimal control
0 references
maximum principle
0 references
partial information
0 references
Lévy processes
0 references
Teugels martingale
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
