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A Maximum Principle for Stochastic Control with Partial Information - MaRDI portal

A Maximum Principle for Stochastic Control with Partial Information (Q3446967)

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A Maximum Principle for Stochastic Control with Partial Information
scientific article

    Statements

    title
    A Maximum Principle for Stochastic Control with Partial Information (English)
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    author
    Fouzia Baghery
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    Bernt Øksendal
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    publication date
    27 June 2007
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    zbMATH Keywords
    controlled jump diffusions
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    Lévy processes
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    maximum principle
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    partial information
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    stochastic control
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    60H10
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    60G51
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    91G80
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    60J75
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    49J55
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    49K45
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    zbMATH DE Number
    5167882
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    OpenAlex ID
    W2113657696
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