Studied the partial information of the maximum value of average field stochastic differential delay equation based on partial information.By introducing mean-field theory and time-delay systems into stochastic differential equations,we have constructed time-delayed mean-field type stochastic differential equations and mean-field type utility functions.Average delay in satisfy Lipschitz condition,existence and uniqueness theorem of solutions of stochastic differential equations.Furthermore,under the assumption that the control set is a convex set,we have used the variational method to derive the maximum principle of time-delayed mean-field stochastic differential equations based on partial information and provided its proof.
delay mean fieldthe existence and uniqueness of solutionvariational methodstochastic maximum principle