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Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control of Forward-Backward Doubly SDEs with Jumps Under Full and Partial Information

AbdulRahman Al-Hussein, Boulakhras Gherbal. Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control of Forward-Backward Doubly SDEs with Jumps Under Full and Partial Information. J. Systems Science & Complexity, 33(6):1804-1846, 2020. [doi]

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