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Optimality conditions for partial information stochastic control problems driven by Lévy processes

Khaled Bahlali 1 Nabil Khelfallah Brahim Mezerdi
1 IMATH - Institut de Mathématiques de Toulon - EA 2134
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https://hal-univ-tln.archives-ouvertes.fr/hal-01293279
Contributor : Cécile Ferran <>
Submitted on : Thursday, March 24, 2016 - 2:41:18 PM
Last modification on : Friday, November 9, 2018 - 11:50:06 AM

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Khaled Bahlali, Nabil Khelfallah, Brahim Mezerdi. Optimality conditions for partial information stochastic control problems driven by Lévy processes. Systems and Control Letters, Elsevier, 2012, 61 (11), pp.1079--1084. ⟨hal-01293279⟩

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