Optimality conditions for partial information stochastic control problems driven by Lévy processes
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Systems and Control Letters
Year : 2012
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https://hal-univ-tln.archives-ouvertes.fr/hal-01293279
Submitted on : Thursday, March 24, 2016-2:41:18 PM
Last modification on : Tuesday, December 7, 2021-3:16:02 PM
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- HAL Id : hal-01293279 , version 1
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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, 2012, 61 (11), pp.1079--1084. ⟨hal-01293279⟩
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