{"title":"条件平均场模型中状态切换最优控制问题的部分信息最大值原理","authors":"Lazhar Tamer, Hani Ben Abdallah","doi":"10.1515/rose-2022-2094","DOIUrl":null,"url":null,"abstract":"Abstract This paper is concerned with a stochastic optimal control problem for a Markov regime switching in the conditional mean field model. Sufficient and necessary maximum principles for optimal control under partial information are obtained. Finally, we illustrate our result through a model which gives an explicit solution.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"31 1","pages":"103 - 115"},"PeriodicalIF":0.3000,"publicationDate":"2023-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model\",\"authors\":\"Lazhar Tamer, Hani Ben Abdallah\",\"doi\":\"10.1515/rose-2022-2094\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract This paper is concerned with a stochastic optimal control problem for a Markov regime switching in the conditional mean field model. Sufficient and necessary maximum principles for optimal control under partial information are obtained. Finally, we illustrate our result through a model which gives an explicit solution.\",\"PeriodicalId\":43421,\"journal\":{\"name\":\"Random Operators and Stochastic Equations\",\"volume\":\"31 1\",\"pages\":\"103 - 115\"},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2023-03-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Random Operators and Stochastic Equations\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/rose-2022-2094\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Operators and Stochastic Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/rose-2022-2094","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model
Abstract This paper is concerned with a stochastic optimal control problem for a Markov regime switching in the conditional mean field model. Sufficient and necessary maximum principles for optimal control under partial information are obtained. Finally, we illustrate our result through a model which gives an explicit solution.
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