A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain

DOI10.1051/cocv/2023050zbMath1521.93202OpenAlexW4383505022MaRDI QIDQ6138488

Tian Chen, Unnamed Author

Publication date: 5 September 2023

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/2023050

zbMATH Keywords

Markov chainstochastic maximum principlemean-field controlpartial observationspike variation

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Optimal stochastic control (93E20) Problems with incomplete information (optimization) (49N30) Mean field games and control (49N80)

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