Extended mean-field control problem with partial observation
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Publication:5066565
DOI10.1051/cocv/2022010zbMath1485.93638OpenAlexW4210340196WikidataQ114011492 ScholiaQ114011492MaRDI QIDQ5066565
Publication date: 29 March 2022
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2022010
stochastic maximum principleforward-backward stochastic differential equationpartial observationmean-field
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Linear-quadratic optimal control problems (49N10)
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