Global Maximum Principle for Partially Observed Risk-Sensitive Progressive Optimal Control of FBSDE with Poisson Jumps

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Lin, Jingtao, Shi, Jingtao
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!