An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information
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Publication:2632921
DOI10.1186/S13662-019-2029-0zbMath1459.93194OpenAlexW2946238875MaRDI QIDQ2632921
Publication date: 15 May 2019
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-019-2029-0
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)
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