Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps
Necessary conditions for optimal control of forward-backward stochastic systems with random jumps
A general maximum principle for optimal control of forward-backward stochastic systems
A maximum principle for partially observed optimal control of forward-backward stochastic control systems
Maximum principle for forward-backward stochastic control system with random jumps and applications to finance
A variational formula for stochastic controls and some applications
Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems
A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information
Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information
On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information
The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion
A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance
A maximum principle for fully coupled stochastic control systems of mean-field type
Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process
Backward stochastic differential equations and applications to optimal control
A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications
Partially observed optimal controls of forward-backward doubly stochastic systems
A stochastic maximum principle for a Markov regime-switching jump-diffusion model and its application to finance
Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information
Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information
Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps
The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
An Introduction to Optimal Control of FBSDE with Incomplete Information
Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises
The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information
Asymptotic expansion for forward-backward SDEs with jumps