The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951): Difference between revisions

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Latest revision as of 13:20, 20 July 2024

scientific article; zbMATH DE number 7111601
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English
The maximum principle for partially observed optimal control problems of mean-field FBSDEs
scientific article; zbMATH DE number 7111601

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    The maximum principle for partially observed optimal control problems of mean-field FBSDEs (English)
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    2 October 2019
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    mean-field SDE
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    Girsanov's theorem
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    extended Ekeland's variational principle
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    maximum principle
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    stochastic filtering
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