A maximum principle for mean-field stochastic control system with noisy observation
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Publication:2071981
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- A general stochastic maximum principle for mean-field controls with regime switching
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Cited in
(23)- A brief review on mean field optimal control problem from a linear quadratic perspective
- A mean-field stochastic control problem with partial observations
- Two-stage stochastic optimal control problem under G-expectation
- Robust optimal control of bi-objective non-homogeneous stochastic linear quadratic system with random coefficients
- Optimal control and stabilization for linear mean-field system with indefinite quadratic cost functional
- Optimal portfolio with relative performance and partial information: a mean-field game approach
- Sign-indefinite static output feedback Nash strategy for mean-field stochastic systems
- Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions
- Optimal control of LQ problem with anticipative partial observations
- Stochastic maximum principle for optimal control problems with mixed delays and noisy observations
- Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion
- Stochastic maximum principle for weighted mean-field system
- -Nash mean-field games for stochastic linear-quadratic systems with delay and applications
- Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays
- Linear-quadratic optimal control problems for mean-field stochastic differential equations driven by fractional Brownian motions
- Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching
- A variational formula of forward-backward stochastic differential system of mean-field type with observation noise and some application
- A partially observed nonzero-sum differential game of mean-field backward doubly stochastic systems
- Stochastic maximum principle for weighted mean-field system with jumps
- Optimal stochastic singular control for mixed delay differential game with Brownian noise and Teugels martingales
- Linear quadratic optimal control problems for conditional mean-field stochastic differential equations under partial information
- Maximum principles for conditional mean field type control problems under partial and full observation with applications
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games
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