A stochastic maximum principle for partially observed general mean-field control problems with only weak solution

DOI10.1016/j.spa.2023.08.005zbMath1529.93110arXiv2109.12316MaRDI QIDQ6056576

Hao Liang, Chao Mi, Juan Li

Publication date: 30 October 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.12316

zbMATH Keywords

maximum principle; weak solution; stochastic control; partial observation; derivative with respect to the densities; mean-field SDEs

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E20: Optimal stochastic control

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