Mean field approach to stochastic control with partial information (Q3383300)
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scientific article; zbMATH DE number 7399454
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Mean field approach to stochastic control with partial information |
scientific article; zbMATH DE number 7399454 |
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Mean field approach to stochastic control with partial information (English)
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23 September 2021
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Duncan-Mortensen-Zakai equations
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mean field type control problem
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Bellman and Master equations
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filtering formulae with non-Gaussian initial conditions
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linear dynamics and quadratic payoff
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settings with Gaussian or non-Gaussian initial distributions
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Riccati equations
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0.9437056
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0.93775547
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0.92487466
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0.92447966
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0.91565675
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0.91349757
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0.9039953
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0.9036504
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