On stochastic control for time changed Lévy dynamics
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Publication:2089015
DOI10.1007/s40324-022-00301-5zbMath1498.49065OpenAlexW4283697628MaRDI QIDQ2089015
Publication date: 6 October 2022
Published in: S\(\vec{\text{e}}\)MA Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40324-022-00301-5
optimal controlmaximum principlepartial informationtime changeVolterra equationsstochastic derivativeforward-backward systemsstochastic backward differential equations
Random fields (60G60) Differential games and control (49N70) Optimal stochastic control (93E20) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20) Utility theory for games (91A30)
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