Extended mean-field control problem with partial observation
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- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
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Cited in
(20)- Discrete-time mean field partially observable controlled systems subject to common noise
- A mean-field stochastic control problem with partial observations
- The stochastic maximum principle for relaxed control problem with regime-switching
- Extended mean field control problem: a propagation of chaos result
- Maximum principle for discrete-time stochastic control problem of mean-field type
- A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises
- Extended mean field control problems: stochastic maximum principle and transport perspective
- A stochastic maximum principle for partially observed general mean-field control problems with only weak solution
- Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls
- A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps
- Discrete-time mean-field stochastic control with partial observations
- Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations
- On mean-field control problems for backward doubly stochastic systems
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
- Stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with Teugels martingales
- Maximum principle for partially observed risk-sensitive optimal control problem of McKean-Vlasov FBSDEs involving impulse controls
- Maximum principle for optimal control problems of extended mean-field forward-backward regime-switching systems with general singular controls
- Mean-field partial information non-zero sum stochastic differential games
- Maximum principle for discrete-time mean-field backward stochastic system
- A necessary condition for partially observable mean-field type optimal control system with terminal state constraint
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