3 problems

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Affine decoupling conjecture for the partially observed mean-field game
Affine decoupling conjecture. According to the terminal condition of the filtering forward-backward stochastic differential equation, one has
Conjectureopenmean-field-games partial-observation stochastic-controlarXiv posted 2 days ago
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Affine ansatz conjecture for the backward component in partially observed stochastic control
Consider the controlled forward-backward stochastic system above, with state process $\bar{x}_t$ , backward process $\bar{y}_t$ , filtered observation process $h_t$ , and terminal con…
Conjectureopenpartial-observation stochastic-controlarXiv posted 2 days ago
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The optimal-error order conjecture for partially observed vector autoregressions
Optimal-error order conjecture. The optimal error has true order of magnitude
Conjectureopenminimax-estimation partial-observation vector-autoregressionsarXiv posted 2 days ago

Affine decoupling conjecture for the partially observed mean-field game