Extended mean-field control problem with partial observation (Q5066565)

scientific article; zbMATH DE number 7500006

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English	Extended mean-field control problem with partial observation	scientific article; zbMATH DE number 7500006

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instance of

scholarly article

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title

Extended mean-field control problem with partial observation (English)

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ESAIM: Control, Optimisation and Calculus of Variations

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publication date

29 March 2022

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zbMATH Keywords

stochastic maximum principle

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mean-field

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forward-backward stochastic differential equation

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partial observation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1051/cocv/2022010

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cites work

Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective

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A maximum principle for SDEs of mean-field type

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Q3997913

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Linear-quadratic-Gaussian mean-field-game with partial observation and common noise

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Mean Field Games and Mean Field Type Control Theory

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Well-posedness of mean-field type forward-backward stochastic differential equations

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Mean-field backward stochastic differential equations: A limit approach

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Partial derivative with respect to the measure and its application to general controlled mean-field systems

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A general stochastic maximum principle for SDEs of mean-field type

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A stochastic maximum principle for general mean-field systems

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A mean-field stochastic control problem with partial observations

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Mean-field backward stochastic differential equations and related partial differential equations

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$\epsilon$-Nash Equilibria for Partially Observed LQG Mean Field Games With a Major Player

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Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics

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Probabilistic Theory of Mean Field Games with Applications I

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Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource

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On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes

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Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle

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Nonlinear SDEs driven by L\'evy processes and related PDEs

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Q3236483

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Mean field games. I: The stationary case

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Mean field games. II: Finite horizon and optimal control

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Mean field games

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Stochastic maximum principle in the mean-field controls

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The maximum principle for partially observed optimal control problems of mean-field FBSDEs

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A maximum principle for fully coupled stochastic control systems of mean-field type

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Mixed Event/Time-Triggered Static Output Feedback<i>L</i><sub>2</sub>-Gain Control for Networked Control Systems

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Maximum principle for optimal control of McKean‐Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law

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A mean-field stochastic maximum principle via Malliavin calculus

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Bellman equation and viscosity solutions for mean-field stochastic control problem

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Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance

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An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation

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Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises

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Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information

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A maximum principle for partially observed optimal control of forward-backward stochastic control systems

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Q3503154

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Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

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Backward Stochastic Differential Equations

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Identifiers

zbMATH Open document ID

1485.93638

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DOI

10.1051/cocv/2022010

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5066565