Discrete-time mean field partially observable controlled systems subject to common noise

DOI10.1007/S00245-017-9437-XzbMath1378.49013OpenAlexW2733047115MaRDI QIDQ1678478

Peng Zhang

Publication date: 17 November 2017

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-017-9437-x

zbMATH Keywords

discrete-time systemscommon noisepartial observationmean field gamemean field type stochastic control

Mathematics Subject Classification ID

Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Discrete approximations in optimal control (49M25) Existence of optimal solutions to problems involving randomness (49J55) Stochastic difference equations (39A50)

Related Items (1)

Mean field approach to stochastic control with partial information

Cites Work

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