An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616)
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scientific article; zbMATH DE number 6808549
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| English | An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation |
scientific article; zbMATH DE number 6808549 |
Statements
An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (English)
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17 November 2017
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backward separation method
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maximum principle
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mean-field forward-backward stochastic differential equation
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optimal filter
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recursive utility
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0.93562317
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0.9298017
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0.9296863
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0.9252808
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0.91990453
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0.9173826
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0.91716635
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