Extended mean-field control problem with partial observation (Q5066565): Difference between revisions
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scientific article; zbMATH DE number 7500006
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English | Extended mean-field control problem with partial observation |
scientific article; zbMATH DE number 7500006 |
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Extended mean-field control problem with partial observation (English)
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29 March 2022
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stochastic maximum principle
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mean-field
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forward-backward stochastic differential equation
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partial observation
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