Second-order necessary condition for partially observed stochastic system with random jumps
type: Item
instance of: scholarly article
title: Second-order necessary condition for partially observed stochastic system with random jumps
zbMATH Open document ID: 1537.93083
author: Tian Chen
author: Zongyuan Huang
author: Zhen Wu
published in: Systems \& Control Letters
publication date: 2024-05-17T00:00:00Z
Mathematics Subject Classification ID: 93B05
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60G57
zbMATH DE Number: 7850413
zbMATH Keywords: second-order necessary condition
zbMATH Keywords: partially observation
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: Poisson random measure
MaRDI profile type: Publication
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DOI: 10.1016/J.SYSCONLE.2024.105713
description: scientific article; zbMATH DE number 7850413