A General Maximum Principle for Partially Observed Risk-Sensitive Optimal Control Problem of Mean-Field Type
Author:
Affiliation:
1. School of Control Science and Engineering, Shandong University,Jinan,P. R. China,250061
Funder
NSF of China
NSF of Shandong Province
National Key R&D Program of China
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10239690/10239711/10240829.pdf?arnumber=10240829
Reference20 articles.
1. Mean field forward-backward stochastic differential equations
2. Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type
3. Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems
4. A risk-sensitive maximum principle
5. Partially Observed Discrete-Time Risk-Sensitive Mean Field Games;saldi;Dynamic Games and Applications,2022
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