An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information |
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An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (English)
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15 May 2019
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feedback control
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filter
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LQ optimal control
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necessary condition
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SDE of mean-field type
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