A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure

DOI10.3934/mcrf.2022012zbMath1518.93153OpenAlexW4226330181MaRDI QIDQ6099170

Tian Chen, Zhen Wu

Publication date: 19 June 2023

Published in: Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/mcrf.2022012

zbMATH Keywords

maximum principlestochastic controladjoint equationpartial observationspike variation

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Optimal stochastic control (93E20) Problems with incomplete information (optimization) (49N30)

Related Items (1)

A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain

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