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
Abstract : no abstract
Document type :
Journal articles
Complete list of metadatas
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

Identifiers

  • HAL Id : hal-01293279, version 1

Collections

UNIV-TLN | IMATH | INSMI

Citation

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⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

104

Contact

support.ccsd.cnrs.fr
hal.support@ccsd.cnrs.fr
Logo CCSD