Hakima MiloudiShahlar MeherremImad Eddine LakhdariMokhtar HafayedMiloudi, HakimaHafayed, MokhtarMeherrem, ShahlarLakhdari, Imad EddineEddine Lakhdari, Imad2025-10-06202213665820, 002071790020-71791366-582010.1080/00207179.2021.19610202-s2.0-85112607028https://www.scopus.com/inward/record.uri?eid=2-s2.0-85112607028&doi=10.1080%2F00207179.2021.1961020&partnerID=40&md5=812b02e6c0f267a74ad0266af567971ehttps://gcris.yasar.edu.tr/handle/123456789/8871https://doi.org/10.1080/00207179.2021.1961020In 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 Poisson random measure and an independent Brownian motion. The coefficients of the McKean–Vlasov system depend on the state of the solution process as well as of its probability law and the control variable. The proof of our result is based on Girsanov's theorem variational equations and derivatives with respect to probability measure under convexity assumption. At the end of this paper we apply our stochastic maximum principle to study partially observed linear quadratic control problem of McKean–Vlasov type with jumps and derive the explicit expression of the optimal control. © 2022 Elsevier B.V. All rights reserved.Englishinfo:eu-repo/semantics/closedAccessDerivatives With Respect To Measure, Girsanov's Theorem, Mckean–vlasov Stochastic System With Jumps, Partially Observed Optimal Control, Probability Measure, Brownian Movement, Linear Control Systems, Optimal Control Systems, Poisson Equation, Stochastic Control Systems, Vlasov Equation, Condition, Derivative With Respect To Measure, Girsanov Theorems, Mckean–vlasov Stochastic System With Jump, Necessary Conditions Of Optimality, Optimal Control Problem, Optimal Controls, Partially Observed Optimal Control, Probability Measures, Stochastic Differential Equations, Stochastic SystemsBrownian movement, Linear control systems, Optimal control systems, Poisson equation, Stochastic control systems, Vlasov equation, Condition, Derivative with respect to measure, Girsanov theorems, Mckean–vlasov stochastic system with jump, Necessary conditions of optimality, Optimal control problem, Optimal controls, Partially observed optimal control, Probability measures, Stochastic differential equations, Stochastic systemsGirsanov’s TheoremProbability MeasureMcKean-Vlasov Stochastic System with JumpsPartially Observed Optimal ControlDerivatives with Respect to MeasureMcKean–Vlasov Stochastic System with JumpsArticle