Mean field approach to stochastic control with partial information

Bensoussan, A; Yam, SCP

Yam, SCP (corresponding author), Chinese Univ Hong Kong, Dept Stat, Hong Kong, Peoples R China.

ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2021; 27 ():

Abstract

In our present article, we follow our way of developing mean field type control theory in our earlier works [Bensoussan et al., Mean Field Games and M......

Full Text Link