Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls
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- scientific article; zbMATH DE number 62572
- A maximum principle for partially observed optimal control of forward-backward stochastic control systems
Cites work
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- scientific article; zbMATH DE number 3567644 (Why is no real title available?)
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- Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls
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Cited in
(3)- A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint
- Error estimates of semidiscrete finite element approximation for minimal time impulse control problems
- A general maximum principle for partially observed stochastic control problems with singular controls
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