A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises |
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A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (English)
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14 June 2017
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mean-field control
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correlated state and observation noises
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necessary condition
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LQ control
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filtering
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