A maximum principle for mean-field stochastic control system with noisy observation (Q2071981)
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scientific article; zbMATH DE number 7466843
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| English | A maximum principle for mean-field stochastic control system with noisy observation |
scientific article; zbMATH DE number 7466843 |
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A maximum principle for mean-field stochastic control system with noisy observation (English)
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31 January 2022
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backward separation method
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maximum principle
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mean-field stochastic differential equation
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optimal premium strategy in a feedback form
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optimal filtering
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