Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information

Title
Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information
Authors
Keywords
Infinite horizon, Backward stochastic differential delay equation, Mean-field model, Stochastic maximum principle, Partial information
Journal
EUROPEAN JOURNAL OF CONTROL
Volume 36, Issue -, Pages 43-50
Publisher
Elsevier BV
Online
2017-04-19
DOI
10.1016/j.ejcon.2017.04.001

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