Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368): Difference between revisions

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-.1016/j.ejcon.2016.05.002
@@ Property / DOI: 10.1016/j.ejcon.2016.05.002 / rank @@
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-https://doi.org/10.1016/j.ejcon.2016.05.002
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-W2397732007
@@ Property / OpenAlex ID: W2397732007 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejcon.2016.05.002
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@@ Property / OpenAlex ID @@
+W2397732007
@@ Property / OpenAlex ID: W2397732007 / rank @@
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@@ Property / cites work @@
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+General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance
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@@ Property / DOI @@
+.1016/J.EJCON.2016.05.002
@@ Property / DOI: 10.1016/J.EJCON.2016.05.002 / rank @@
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