Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368): Difference between revisions
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Property / author: Bin Liu / rank | |||
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Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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Property / Mathematics Subject Classification ID: 49K45 / rank | |||
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / Mathematics Subject Classification ID: 49N10 / rank | |||
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Property / zbMATH DE Number: 6683418 / rank | |||
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maximum principle | |||
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risk-sensitive optimal control | |||
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partial information | |||
Property / zbMATH Keywords: partial information / rank | |||
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Girsanovs theorem | |||
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spike variational technique | |||
Property / zbMATH Keywords: spike variational technique / rank | |||
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Revision as of 02:10, 1 July 2023
scientific article
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English | Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type |
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Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (English)
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10 February 2017
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maximum principle
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risk-sensitive optimal control
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partial information
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Girsanovs theorem
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spike variational technique
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