Dynamic optimization of large-population systems with partial information
DOI10.1007/S10957-015-0740-XzbMATH Open1332.65085OpenAlexW809770233MaRDI QIDQ255089FDOQ255089
Authors: Jianhui Huang, Shujun Wang 
Publication date: 9 March 2016
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-015-0740-x
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dynamic optimizationforward-backward stochastic differential equationlarge-population systemmean-field gamepartial information
Numerical optimization and variational techniques (65K10) Dynamic games (91A25) Control/observation systems with incomplete information (93C41) Optimal stochastic control (93E20)
Cites Work
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Cited In (12)
- Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
- Optimal portfolio with relative performance and partial information: a mean-field game approach
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
- Runtime analysis of non-elitist populations: from classical optimisation to partial information
- Title not available (Why is that?)
- Dynamic optimization problems for mean-field stochastic large-population systems
- Partially-observed decentralized optimal control for large population two-wheeled vehicles: a differential game approach
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications
- Incomplete information mean-field games and related Riccati equations
- Linear-quadratic mean-field game for stochastic systems with partial observation
- An invariance principle in large population stochastic dynamic games
- A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise
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