Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations (Q2043568)
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scientific article; zbMATH DE number 7377349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations |
scientific article; zbMATH DE number 7377349 |
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Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations (English)
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2 August 2021
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stochastic maximum principle
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partially observed optimal control
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McKean-Vlasov differential equations
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probability measure
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derivative with respect to measures
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