A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise.
Pengyan HuangGuangchen WangWencan WangYu WangPublished in: Appl. Math. Comput. (2023)
Keyphrases
- partial information
- stochastic differential equations
- additive gaussian noise
- brownian motion
- linear quadratic
- optimal control
- vector valued
- incomplete information
- maximum a posteriori estimation
- noisy images
- noise level
- denoising
- image denoising
- fractional brownian motion
- em algorithm
- gaussian model
- signal to noise ratio
- dynamical systems
- markov random field
- noise reduction
- autonomous agents
- edge detection
- probabilistic model
- machine learning
- closed form
- non stationary
- image sequences