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"The Global Maximum Principle for Progressive Optimal Control of Partially ..."

Yueyang Zheng, Jingtao Shi (2023)

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DOI: 10.1137/21M1452585

access: closed

type: Journal Article

metadata version: 2023-05-18

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Yueyang Zheng, Jingtao Shi:
The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps. SIAM J. Control. Optim. 61(3): 1063-1094 (2023)

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