An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information
Abstract This paper is concerned with an optimal control problem for a linear stochastic differential equation (SDE) of mean-field type, where the drift coefficient of observation equation is linear with respect to the state, the control and their expectations, and the state is subject to a terminal...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2019-04-01
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| Series: | Advances in Difference Equations |
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| Online Access: | http://link.springer.com/article/10.1186/s13662-019-2029-0 |