Stochastic Maximum Principle for Mean-Field Type Optimal...

IEEE Transactions on Automatic Control 2014 / 02 Vol. 59; Iss. 2

Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information

Wang, Guangchen, Zhang, Chenghui, Zhang, Weihai
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Volume:
59
Language:
english
Journal:
IEEE Transactions on Automatic Control
DOI:
10.1109/TAC.2013.2273265
Date:
February, 2014
File:
PDF, 236 KB
english, 2014
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