The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008)
From MaRDI portal
scientific article; zbMATH DE number 7691001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps |
scientific article; zbMATH DE number 7691001 |
Statements
The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (English)
0 references
1 June 2023
0 references
global maximum principle
0 references
progressive optimal control
0 references
forward-backward stochastic differential equation
0 references
partial observation
0 references
random jumps
0 references
stochastic filtering
0 references
\(L^\beta\)-estimate
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
