Nour El Houda AbadaMokhtar HafayedShahlar MeherremHafayed, MokhtarMeherrem, ShahlarAbada, Nour El Houda2025-10-06202201704214, 109914760170-42141099-147610.1002/mma.83732-s2.0-85132644207https://www.scopus.com/inward/record.uri?eid=2-s2.0-85132644207&doi=10.1002%2Fmma.8373&partnerID=40&md5=829e10f1601ca32f138c551d61b920ddhttps://gcris.yasar.edu.tr/handle/123456789/8644https://doi.org/10.1002/mma.8373In this paper we study partially observed optimal stochastic singular control problems of general Mckean–Vlasov type with correlated noises between the system and the observation. The control variable has two components the first being absolutely continuous and the second is a bounded variation nondecreasing continuous on the right with left limits. The dynamic system is governed by Itô-type controlled stochastic differential equation. The coefficients of the dynamic depend on the state process and of its probability law and the continuous control variable. In terms of a classical convex variational techniques we establish a set of necessary conditions of optimal singular control in the form of maximum principle. Our main result is proved by applying Girsanov's theorem and the derivatives with respect to probability law in Lions' sense. To illustrate our theoretical result we study partially observed linear-quadratic singular control problem of McKean–Vlasov type. © 2022 Elsevier B.V. All rights reserved.Englishinfo:eu-repo/semantics/closedAccessDerivatives With Respect To Probability Measure, Girsanov's Theorem, Mckean–vlasov Stochastic System With Correlated Noises, Nonlinear Filtering, Partially Observed Optimal Singular Control, Stochastic Singular Control, Maximum Principle, Nonlinear Filtering, Probability, Stochastic Control Systems, Variational Techniques, White Noise, Control Problems, Control Variable, Correlated Noise, Derivative With Respect To Probability Measure, Girsanov Theorems, Mckean–vlasov Stochastic System With Correlated Noise, Optimal Singular Controls, Partially Observed Optimal Singular Control, Probability Measures, Stochastic Singular Control, Stochastic SystemsMaximum principle, Nonlinear filtering, Probability, Stochastic control systems, Variational techniques, White noise, Control problems, Control variable, Correlated noise, Derivative with respect to probability measure, Girsanov theorems, Mckean–vlasov stochastic system with correlated noise, Optimal singular controls, Partially observed optimal singular control, Probability measures, Stochastic singular control, Stochastic systemsGirsanov’s TheoremDerivatives with Respect to Probability MeasureMcKean–Vlasov Stochastic System with Correlated NoisesMcKean-Vlasov Stochastic System with Correlated NoisesNonlinear FilteringPartially Observed Optimal Singular ControlStochastic Singular ControlOn partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approachArticle