On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168)
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scientific article; zbMATH DE number 7781434
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach |
scientific article; zbMATH DE number 7781434 |
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On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (English)
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21 December 2023
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derivatives with respect to probability measure
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Girsanov's theorem
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McKean-Vlasov stochastic system with correlated noises
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nonlinear filtering
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partially observed optimal singular control
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stochastic singular control
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