A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293)
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scientific article; zbMATH DE number 6730962
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| English | A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises |
scientific article; zbMATH DE number 6730962 |
Statements
A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (English)
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14 June 2017
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mean-field control
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correlated state and observation noises
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necessary condition
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LQ control
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filtering
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0.8523858785629272
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0.8404136896133423
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0.8369766473770142
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0.8363294005393982
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0.8301653861999512
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