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) |
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21-May-2014 | Optimality conditions for partial information stochastic control problems driven by Lévy processes | Khaled Bahlali; Nabil Khelfallah; Brahim Mezerdi |