Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.ejcon.2016.05.002 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.EJCON.2016.05.002 / rank | |||
Normal rank | |||
Revision as of 03:06, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type |
scientific article |
Statements
Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (English)
0 references
10 February 2017
0 references
maximum principle
0 references
risk-sensitive optimal control
0 references
partial information
0 references
Girsanovs theorem
0 references
spike variational technique
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
