Necessary and sufficient conditions of optimality for stochastic integral systems with partial information

This paper is concerned with a partial information control problem in which the controlled system is described by a nonlinear stochastic Volterra integral equation. We give necessary as well as sufficient conditions in the form of maximum principle for optimal solutions of the foregoing problem respectively. To further explain the theoretical results, we study a linear quadratic problem with partial information and a dynamic advertising problem in the stochastic setting.