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Discrete-time mean-field stochastic control with partial observations - MaRDI portal

Discrete-time mean-field stochastic control with partial observations (Q6072100)

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scientific article; zbMATH DE number 7771777
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English
Discrete-time mean-field stochastic control with partial observations
scientific article; zbMATH DE number 7771777

    Statements

    title
    Discrete-time mean-field stochastic control with partial observations (English)
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    author
    Jeremy Chichportich
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    Idris Kharroubi
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    publication date
    29 November 2023
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    zbMATH Keywords
    optimal control
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    mean-field interaction
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    partial observation
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    dynamic programming
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    Identifiers

    arXiv ID
    2303.05563
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    Mathematics Subject Classification ID
    93E20
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    93C55
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    49L20
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    93E11
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    zbMATH DE Number
    7771777
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    OpenAlex ID
    W4387895216
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