Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations-Reference-Cited by-同舟云学术

Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations

Published:2021-11-29 Issue: Volume: Page:
ISSN:0143-2087
Container-title:Optimal Control Applications and Methods
language:en
Short-container-title:Optim Control Appl Meth

Author:

Ma Heping¹^ORCID,Wang Weifeng²^ORCID

Affiliation:

1. School of Science Hubei University of Technology Wuhan Hubei P.R. China

2. School of Mathematics and Statistics South‐Central University for Nationalities Wuhan Hubei P.R. China

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Applied Mathematics,Control and Optimization,Software,Control and Systems Engineering

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/oca.2833

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