NDLI: An optimal control problem for mean-field forward–backward stochastic differential equation with noisy observation

Content Provider	Scilit
Author	Wang, Guangchen Xiao, Hua Xing, Guojing
Copyright Year	2017
Description	Journal: Automatica
Related Links	http://arxiv.org/pdf/1509.03729
Ending Page	109
Page Count	6
Starting Page	104
ISSN	00051098
DOI	10.1016/j.automatica.2017.07.018
Journal	Automatica
Volume Number	86
Language	English
Publisher	Elsevier BV
Publisher Date	2017-12-01
Access Restriction	Open
Subject Keyword	Journal: Automatica Applied Mathematics Backward Separation Method Maximum Principle Mean-field Forward–backward Stochastic Differential Equation Optimal Filter Recursive Utility
Content Type	Text
Resource Type	Article
Subject	Control and Systems Engineering Electrical and Electronic Engineering

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An optimal control problem for mean-field forward–backward stochastic differential equation with noisy observation