Extended mean-field control problem with partial observation
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Cites work
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- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- $\epsilon$-Nash Equilibria for Partially Observed LQG Mean Field Games With a Major Player
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- A mean-field stochastic control problem with partial observations
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- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation
- Backward stochastic differential equations and applications to optimal control
- Backward stochastic differential equations. From linear to fully nonlinear theory
- Bellman equation and viscosity solutions for mean-field stochastic control problem
- Extended mean field control problems: stochastic maximum principle and transport perspective
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Linear Quadratic Risk-Sensitive and Robust Mean Field Games
- Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource
- Linear-quadratic optimal control problems for mean-field stochastic differential equations
- Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
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- Mean field game theory with a partially observed major agent
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- Mean-field backward stochastic differential equations and related partial differential equations
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- Risk-Sensitive Mean-Field Games
- Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information
- Stochastic differential equations, backward SDEs, partial differential equations
- Stochastic maximum principle in the mean-field controls
- The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
- The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information
- The maximum principle for partially observed optimal control problems of mean-field FBSDEs
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Cited in
(16)- On mean-field control problems for backward doubly stochastic systems
- Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls
- Extended mean field control problem: a propagation of chaos result
- A mean-field stochastic control problem with partial observations
- Maximum principle for partially observed risk-sensitive optimal control problem of McKean-Vlasov FBSDEs involving impulse controls
- Stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with Teugels martingales
- The stochastic maximum principle for relaxed control problem with regime-switching
- A stochastic maximum principle for partially observed general mean-field control problems with only weak solution
- Maximum principle for discrete-time stochastic control problem of mean-field type
- Discrete-time mean field partially observable controlled systems subject to common noise
- Extended mean field control problems: stochastic maximum principle and transport perspective
- A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises
- Discrete-time mean-field stochastic control with partial observations
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
- Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations
- A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps
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