Stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with Teugels martingales

DOI10.1515/ROSE-2024-2012MaRDI QIDQ6614287

Imad Eddine Lakhdari, Youcef Djenaihi, Rafik Kaouache

Publication date: 7 October 2024

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

stochastic maximum principleforward-backward stochastic differential equationsTeugels martingalespartially observed optimal controlMcKean-Vlasov differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Optimal stochastic control (93E20)

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