Browsing by Subject Stochastic differential equation; Optimal control; Maximum principle; Partial information; Lévy processes; Teugels martingale
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 11-Apr-2014 | Optimality conditions for partial information stochastic control problems driven by Lévy processes | K. Bahlali; N. Khelfallah; B. Mezerdi |