An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616): Difference between revisions
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English | An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation |
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An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (English)
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17 November 2017
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backward separation method
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maximum principle
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mean-field forward-backward stochastic differential equation
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optimal filter
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recursive utility
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