Pages that link to "Item:Q1743669"
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The following pages link to The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (Q1743669):
Displaying 3 items.
- The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923) (← links)
- Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (Q6569784) (← links)
- Stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with Teugels martingales (Q6614287) (← links)
