Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information

DOI10.1007/s11424-020-9013-3zbMath1460.93095MaRDI QIDQ2661840

Abdulrahman Al-Hussein, Boulekhrass Gherbal

Publication date: 8 April 2021

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-020-9013-3

zbMATH Keywords

maximum principle; necessary conditions; Poisson process; sufficient conditions; adjoint equations; relaxed control; strict control; forward-backward doubly stochastic differential equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E03: Stochastic systems in control theory (general)

93C15: Control/observation systems governed by ordinary differential equations