Volume 27, 2021
Special issue in the honor of Enrique Zuazua's 60th birthday
|Number of page(s)||27|
|Published online||24 August 2021|
- E. Bandini, A. Calvia and K. Colaneri, Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics. Preprint arXiv:2004.12944 (2020). [Google Scholar]
- E. Bandini, A. Cosso, M. Fuhrman and H. Pham, Randomized filtering and bellman equation in Wasserstein space for partial observation control problem. Stoch. Process. Appl. 129 (2019) 674–711. [Google Scholar]
- A. Bensoussan, Stochastic Control of Partially Observable Systems. Cambridge University Press (1992). [Google Scholar]
- A. Bensoussan, J. Frehse and P. Yam, Vol. 101 of Mean Field Games and Mean Field Type Control Theory. Springer, New York (2013). [Google Scholar]
- R. Buckdahn, J. Li and J. Ma, A mean-field stochastic control problem with partial observations. Ann. Appl. Probab. 27 (2017) 3201–3245. [Google Scholar]
- A. Calvia, Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation. ESAIM: COCV 26 (2020) 25. [Google Scholar]
- P. Cardaliaguet, F. Delarue, J.M. Lasry and P.L. Lions, The Master Equation and the Convergence Problem in Mean Field Games. Preprint arXiv:1509.02505 (2015). [Google Scholar]
- M.H.M. Chau, Y. Lai and S.C.P. Yam, Discrete-time mean field partially observable controlled systems subject to common noise. Appl. Math. Optim. 76 (2017) 59–91. [Google Scholar]
- D. Firoozi and P.E. Caines, ϵ-Nash Equilibria for major minor LQG mean field games with partial observations of all agents. IEEE Trans. Autom. Control 66 (2021) 2778–2786. [Google Scholar]
- F. Gozzi and A. Świech, Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation. J. Funct. Anal. 172 (2000) 466–510. [Google Scholar]
- P.L. Lions, Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. Part I: The case of bounded stochastic evolutions. Acta Math. 161 (1988) 243–278. [Google Scholar]
- A.M. Makowski, Filtering formulae for partially observed linear systems with non-Gaussian initial conditions. Stochastics 16 (1986) 1–24. [Google Scholar]
- M. Nisio, Vol. 72 of Stochastic control theory: Dynamic programming principle. Springer (2014). [Google Scholar]
- N. Saldi, T. Başar and M. Raginsky, Partially-observed discrete-time risk-sensitive mean-field games. In 2019 IEEE 58th Conference on Decision and Control (CDC). IEEE (2019) 317–322. [Google Scholar]
- N. Şen and P.E. Caines, Mean field game theory for agents with individual-state partial observations. In 2016 IEEE 55th Conference on Decision and Control (CDC). IEEE (2016) 6105–6110. [Google Scholar]
- S.G. Subramanian, M.E. Taylor, M. Crowley and P. Poupart, Partially Observable Mean Field Reinforcement Learning. Preprint arXiv:2012.15791 (2020). [Google Scholar]
- S. Tang, The maximum principle for partially observed optimal control of stochastic differential equations. SIAM J. Control Optim. 36 (1998) 1596–1617. [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.