Discrete-time mean-field stochastic control with partial observations

DOI10.1007/s00245-023-10068-4zbMath1530.93542arXiv2303.05563OpenAlexW4387895216MaRDI QIDQ6072100

Idris Kharroubi, Jeremy Chichportich

Publication date: 29 November 2023

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.05563

zbMATH Keywords

optimal controldynamic programmingpartial observationmean-field interaction

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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