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<p>This paper is concerned with a mean-field type optimal control problem with terminal state constraint, in which state <i>X</i><sup><i>u</i></sup> is partially observed by a stochastic process <i>Y</i>. Combining Ekeland’s variational principle with backward separation method, a necessary condition for optimal control of this problem is obtained. A linear-quadratic mean-field type optimal control problem with terminal state constraint is analytically solved. A multi-objective mean-field type optimal control problem is also studied.</p>

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A Necessary Condition for Partially Observable Mean-Field Type Optimal Control System with Terminal State Constraint

  • 期刊论文

  • 发表日期：

    2025年12月12日

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  • Haiyan Zhang

摘要

This paper is concerned with a mean-field type optimal control problem with terminal state constraint, in which state Xu is partially observed by a stochastic process Y. Combining Ekeland’s variational principle with backward separation method, a necessary condition for optimal control of this problem is obtained. A linear-quadratic mean-field type optimal control problem with terminal state constraint is analytically solved. A multi-objective mean-field type optimal control problem is also studied.