A stochastic maximum principle for partially observed general mean-field control problems with only weak solution (Q6056576)
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scientific article; zbMATH DE number 7757101
Language | Label | Description | Also known as |
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English | A stochastic maximum principle for partially observed general mean-field control problems with only weak solution |
scientific article; zbMATH DE number 7757101 |
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A stochastic maximum principle for partially observed general mean-field control problems with only weak solution (English)
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30 October 2023
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mean-field SDEs
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maximum principle
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stochastic control
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partial observation
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weak solution
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derivative with respect to the densities
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