Extended mean-field control problem with partial observation (Q5066565)

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scientific article; zbMATH DE number 7500006
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Extended mean-field control problem with partial observation
scientific article; zbMATH DE number 7500006

    Statements

    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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