A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises |
scientific article |
Statements
A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (English)
0 references
14 June 2017
0 references
mean-field control
0 references
correlated state and observation noises
0 references
necessary condition
0 references
LQ control
0 references
filtering
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
