Discrete-Time Mean Field Partially Observable Controlled Systems Subject to Common Noise - Chau, M. H. M.; Lai, Y.; Yam, S. C. P. (Applied mathematics & optimization, 2017)
Keywords: Calculus of Variations and Optimal Control; Optimization; Control; Discrete time systems; Games; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematics; Mathematics and Statistics; Maximum principle; Numerical and Computational Physics; Optimal control; Probability theory; Production planning; Randomness; Separation; Simulation; Stochastic processes; Systems Theory; Theoretical; Common noise; Discrete-time; Partial observation; Mean field type stochastic control; Mean field game