Partial Information Mean Field Control

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We aim to formulate and numerically solve the problem of optimal portfolio choice subject to proportional transaction costs in the context of partial information mean field control. The initial part of the project is to numerically solve a toy model that is linear enough to try the Ricatti-equation technique too in order to compare the results. Then we will examine more complicated examples. The novelties are a) that the signal driving the Zakai equation will have a coefficient which depends on the control, and b) the control consists of two parts where one part is the derivative of the other part.