The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951): Difference between revisions
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scientific article; zbMATH DE number 7111601
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for partially observed optimal control problems of mean-field FBSDEs |
scientific article; zbMATH DE number 7111601 |
Statements
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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