An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616): Difference between revisions

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Latest revision as of 17:43, 14 July 2024

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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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