A maximum principle for mean-field stochastic control system with noisy observation
type: Item
instance of: scholarly article
title: A maximum principle for mean-field stochastic control system with noisy observation
zbMATH Open document ID: 1482.93712
author: Guangchen Wang
author: Zhen Wu
published in: Automatica
publication date: 2022-01-31T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7466843
zbMATH Keywords: backward separation method
zbMATH Keywords: maximum principle
zbMATH Keywords: mean-field stochastic differential equation
zbMATH Keywords: optimal premium strategy in a feedback form
zbMATH Keywords: optimal filtering
MaRDI profile type: Publication
full work available at URL: j.automatica.2021.110135
OpenAlex ID: W4206005758
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DOI: 10.1016/J.AUTOMATICA.2021.110135
description: scientific article; zbMATH DE number 7466843