A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299)
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scientific article; zbMATH DE number 7574249
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| English | A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information |
scientific article; zbMATH DE number 7574249 |
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A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (English)
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23 August 2022
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mean-field
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linear-quadratic optimal control
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partial information
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Hamiltonian system
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feedback representation
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adjoint processes
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Riccati equation
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0.9179208874702454
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0.8789281249046326
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0.8600502014160156
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0.8598480820655823
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0.8552325963973999
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