Second-order necessary condition for partially observed stochastic system with random jumps

DOI10.1016/J.SYSCONLE.2024.105713MaRDI QIDQ6540809zbMATH OpenFDO

Authors Tian Chen, Zongyuan Huang, Zhen Wu

Publication date 17 May 2024

Published in Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusPoisson random measuresecond-order necessary conditionpartially observation

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57) Controllability (93B05) Stochastic systems in control theory (general) (93E03)

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Cited in

(1)

• Existence of a class of doubly perturbed stochastic functional differential equations with Poisson jumps

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