Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls
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Publication:6054476
DOI10.1002/OCA.2920WikidataQ114235095 ScholiaQ114235095MaRDI QIDQ6054476FDOQ6054476
Authors: Zhen Wu
Publication date: 25 October 2023
Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)
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Filtering in stochastic control theory (93E11) Differential games and control (49N70) Optimal stochastic control (93E20) Impulsive control/observation systems (93C27)
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