Extended mean-field control problem with partial observation
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Publication:5066565
DOI10.1051/COCV/2022010zbMATH Open1485.93638OpenAlexW4210340196WikidataQ114011492 ScholiaQ114011492MaRDI QIDQ5066565FDOQ5066565
Authors: Tianyang Nie, Ke Yan 
Publication date: 29 March 2022
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2022010
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forward-backward stochastic differential equationstochastic maximum principlepartial observationmean-field
Linear-quadratic optimal control problems (49N10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)
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Cited In (16)
- The stochastic maximum principle for relaxed control problem with regime-switching
- On mean-field control problems for backward doubly stochastic systems
- Extended mean field control problem: a propagation of chaos result
- A mean-field stochastic control problem with partial observations
- Extended mean field control problems: stochastic maximum principle and transport perspective
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
- A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises
- A stochastic maximum principle for partially observed general mean-field control problems with only weak solution
- Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls
- Stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with Teugels martingales
- A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps
- Discrete-time mean-field stochastic control with partial observations
- Discrete-time mean field partially observable controlled systems subject to common noise
- Maximum principle for partially observed risk-sensitive optimal control problem of McKean-Vlasov FBSDEs involving impulse controls
- Maximum principle for discrete-time stochastic control problem of mean-field type
- Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations
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