A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure (Q6099170)
From MaRDI portal
scientific article; zbMATH DE number 7697841
Language | Label | Description | Also known as |
---|---|---|---|
English | A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure |
scientific article; zbMATH DE number 7697841 |
Statements
A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure (English)
0 references
19 June 2023
0 references
partial observation
0 references
stochastic control
0 references
maximum principle
0 references
spike variation
0 references
adjoint equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references