A maximum principle for mean-field stochastic control system with noisy observation
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Publication:2071981
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Cited in
(14)- A mean-field stochastic control problem with partial observations
- Two-stage stochastic optimal control problem under \(G\)-expectation
- 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
- \(\epsilon\)-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 nonzero-sum mean-field stochastic differential games with regime switching
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games
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