Optimal Control Problem for Risk-Sensitive Mean-Field Stochastic Delay Differential Equation with Partial Information
Author:
Affiliation:
1. School of Mathematics and Statistics; Huazhong University of Science and Technology; Wuhan 430074 Hubei China
Funder
NNSF of China
Publisher
Wiley
Subject
Control and Systems Engineering
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/asjc.1570/fullpdf
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4. Linear-quadratic time-inconsistent mean field games;Bensoussan;Dyn. Games Appl.,2013
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