Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type
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Publication:2960128
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Cited in
(23)- The maximum principle for partially observed optimal control problems of mean-field FBSDEs
- A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information
- Mean-field-type games with jump and regime switching
- The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes
- Berge equilibrium in linear-quadratic mean-field-type games
- Optimal control of mean-field jump-diffusion systems with noisy memory
- Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance
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- Linear quadratic control of backward stochastic differential equation with partial information
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- Extended mean-field control problem with partial observation
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