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The Global Maximum Principle for Progressive Optimal Contro..:
Zheng, Yueyang
;
Shi, Jingtao
SIAM Journal on Control and Optimization. 61 (2023) 3 - p. 1063-1094 , 2023
Link:
https://doi.org/10.1137/21m1452585
RT Journal T1 <Title>The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_21m1452585&Exemplar=1&LAN=DE A1 Zheng, Yueyang A1 Shi, Jingtao PB Society for Industrial & Applied Mathematics (SIAM) YR 2023 SN 0363-0129 SN 1095-7138 JF SIAM Journal on Control and Optimization VO 61 IS 3 SP 1063 OP 1094 LK http://dx.doi.org/https://doi.org/10.1137/21m1452585 DO https://doi.org/10.1137/21m1452585 SF ELIB - SuUB Bremen
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