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

From MaRDI portal
Revision as of 19:52, 9 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    0 references
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references