A mean-field stochastic control problem with partial observations (Q1688031)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A mean-field stochastic control problem with partial observations |
scientific article |
Statements
A mean-field stochastic control problem with partial observations (English)
0 references
4 January 2018
0 references
conditional mean-field SDEs
0 references
non-Markovian stochastic control system
0 references
nonlinear filtering
0 references
stochastic maximum principle
0 references
mean-field backward SDEs
0 references