Partially-Observed Maximum Principle for Backward Stochastic Differential Delay Equations

Dear Editor,This letter investigates a partially-observed optimal control problem for backward stochastic differential delay equations (BSDDEs).By utilizing Girsanov’s theory and convex variational method,we obtain a maximum principle on the assumption that the state equation contains time delay and the control domain is convex.The adjoint processes can be represented as the solutions of certain timeadvanced stochastic differential equations in finite-dimensional spaces.