Optimal Control of Forward‐Backward Stochastic Jump‐Diffusion Differential Systems with Observation Noises: Stochastic Maximum Principle
Author:
Affiliation:
1. Business School University of Shanghai for Science and Technology Shanghai 200093 China
2. Department of Mathematical Sciences Huzhou University
Funder
National Natural Science Foundation of China
Natural Science Foundation of Zhejiang Province
Publisher
Wiley
Subject
Control and Systems Engineering
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/asjc.2272
Reference35 articles.
1. Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
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5. The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
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