A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps (Q6071314)
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scientific article; zbMATH DE number 7769084
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps |
scientific article; zbMATH DE number 7769084 |
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A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps (English)
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23 November 2023
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stochastic maximum principle
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forward-backward stochastic differential equations with jump processes
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partially observed optimal control
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McKean-Vlasov differential equations
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derivative with respect to probability measures
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