Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Sensitive Mean-Field Type Control Under Partial Observation |
scientific article |
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Risk-Sensitive Mean-Field Type Control Under Partial Observation (English)
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22 April 2016
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time inconsistent control
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maximum principle
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mean-field SDE
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risk-sensitive control
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partial observation
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