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Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps

Miloudi, H.; Meherrem, S.; Eddine Lakhdari, I.; Hafayed, M. (Taylor and Francis Inc., 2021)

In this paper, we establish necessary conditions of optimality for partially observed optimal control problems of Mckean–Vlasov type. The system is described by a controlled stochastic differential equation governed by ...