Stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with Teugels martingales (Q6614287)
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scientific article; zbMATH DE number 7922087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with Teugels martingales |
scientific article; zbMATH DE number 7922087 |
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Stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with Teugels martingales (English)
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7 October 2024
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stochastic maximum principle
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forward-backward stochastic differential equations
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partially observed optimal control
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McKean-Vlasov differential equations
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Teugels martingales
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