Pages that link to "Item:Q1697738"
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The following pages link to On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738):
Displaying 10 items.
- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
- Stochastic control for mean-field stochastic partial differential equations with jumps (Q1752638) (← links)
- A new approach of optimal control problem for mean-field forward-backward systems (Q2861032) (← links)
- Mean field approach to stochastic control with partial information (Q3383300) (← links)
- Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps (Q5056555) (← links)
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
- A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps (Q6071314) (← links)
- A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure (Q6099170) (← links)
- A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
- Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (Q6569784) (← links)
