Mean field approach to stochastic control with partial information (Q3383300)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean field approach to stochastic control with partial information |
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Mean field approach to stochastic control with partial information (English)
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23 September 2021
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Duncan-Mortensen-Zakai equations
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mean field type control problem
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Bellman and Master equations
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filtering formulae with non-Gaussian initial conditions
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linear dynamics and quadratic payoff
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settings with Gaussian or non-Gaussian initial distributions
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Riccati equations
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