Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information

Cited In (60)

Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps
A stochastic maximum principle for partially observed stochastic control systems with delay
Stochastic linear quadratic control problem of switching systems with constraints
Decentralized stochastic linear-quadratic optimal control with risk constraint and partial observation
Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle
Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon
Optimal control of mean-field jump-diffusion systems with noisy memory
Delayed optimal control of stochastic LQ problem
On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach
Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps
Mean-field stochastic linear-quadratic optimal control with Markov jump parameters
Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance
A nonhomogeneous mean-field linear-quadratic optimal control problem and application
On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes
An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations
On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures
Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem
A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises
Mean-field-type games with jump and regime switching
A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information
Numerical schemes for fully coupled mean-field forward backward stochastic differential equations
Spectral criteria to stability and observability of mean-field stochastic periodic systems
On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures
Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes
Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain
Feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon
An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation
On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information
Extended mean-field control problem with partial observation
Some Remark on Optimal Stochastic Control with Partial Information
Mean field approach to stochastic control with partial information
Stochastic linear quadratic Stackelberg differential game with overlapping information
A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers
Well-posedness of backward stochastic partial differential equations with Lyapunov condition
Forward and backward mean-field stochastic partial differential equation and optimal control
Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games
Maximum principle for partially-observed optimal control problems of stochastic delay systems
A maximum principle for mean-field stochastic control system with noisy observation
A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes
A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case
The maximum principle for partially observed optimal control problems of mean-field FBSDEs
Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs
Mean-field-type games
Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type
Berge equilibrium in linear-quadratic mean-field-type games
An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information
Linear quadratic nonzero sum differential games with asymmetric information
Risk-Sensitive Mean-Field Type Control Under Partial Observation
Mean-field backward stochastic differential equation with non-Lipschitz coefficient
Optimal control and stabilization for linear mean-field system with indefinite quadratic cost functional
On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type
Sign-indefinite static output feedback Nash strategy for mean-field stochastic systems
Feedback Stackelberg solution for mean-field type stochastic systems with multiple followers
Partially observed mean-field game and related mean-field forward-backward stochastic differential equation
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
Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle
Incomplete information mean-field games and related Riccati equations
An accurate numerical scheme for mean-field forward and backward SDEs with jumps

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