The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/00207179.2018.1441555 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2792787117 / rank | |||
Normal rank | |||
Revision as of 22:36, 19 March 2024
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)
0 references
2 October 2019
0 references
mean-field SDE
0 references
Girsanov's theorem
0 references
extended Ekeland's variational principle
0 references
maximum principle
0 references
stochastic filtering
0 references
