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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Articles in the same Issue
- Frontmatter
- Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model
- 𝕃2-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration
- The truncated Euler–Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero
- Le Cam–Stratonovich–Boole theory for Itô diffusions
- A chaotic decomposition for the fractional Lebesgue–Pascal noise space
- Lp -solution for BSDEs driven by a Lévy process
- Radonification of a cylindrical Lévy process
Articles in the same Issue
- Frontmatter
- Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model
- 𝕃2-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration
- The truncated Euler–Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero
- Le Cam–Stratonovich–Boole theory for Itô diffusions
- A chaotic decomposition for the fractional Lebesgue–Pascal noise space
- Lp -solution for BSDEs driven by a Lévy process
- Radonification of a cylindrical Lévy process