A mean-field stochastic control problem with partial observations (Q1688031): Difference between revisions
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Latest revision as of 21:53, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
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| English | A mean-field stochastic control problem with partial observations |
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A mean-field stochastic control problem with partial observations (English)
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4 January 2018
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conditional mean-field SDEs
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non-Markovian stochastic control system
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nonlinear filtering
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stochastic maximum principle
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mean-field backward SDEs
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