Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796): Difference between revisions

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+A maximum principle for SDEs of mean-field type
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+The Partially Observed Stochastic Minimum Principle
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+Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
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+Mean-field backward stochastic differential equations and related partial differential equations
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+Partially observable nonlinear risk-sensitive control problems: dynamic programming and verification theorems
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+Minimum principle for partially observable nonlinear risk-sensitive control problems using measure-valued decompositions
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+BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
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+Optimal Control of Partially Observable Diffusions
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+The Maximum Principle for Optimal Control of Diffusions with Partial Information
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+A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications
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+Nonlinear SDEs driven by L\'evy processes and related PDEs
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+A minimum principle for stochastic control problems with output feedback
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+Stochastic maximum principle in the mean-field controls
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+General necessary conditions for partially observed optimal stochastic controls
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+The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
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+Risk-Sensitive Mean-Field Games
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+Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information
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+A risk-sensitive maximum principle: the case of imperfect state observation
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+On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations
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+Publication:2801796