A new risk-sensitive maximum principle
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(37)- Pontryagin's risk-sensitive stochastic maximum principle for backward stochastic differential equations with application
- An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations
- Optimal stochastic regulators with state-dependent weights
- Risk-sensitive mean field games via the stochastic maximum principle
- Generalised risk-sensitive control with full and partial state observation
- Risk-sensitive control for a class of nonlinear systems with multiplicative noise
- Indefinite risk-sensitive control
- Maximum principle for risk-sensitive stochastic optimal control problem and applications to finance
- The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system
- A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications
- A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators
- Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type
- On the singular risk-sensitive stochastic maximum principle
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems
- G-stochastic maximum principle for risk-sensitive control problem and its applications
- Robust risk‐sensitive control
- Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls
- A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications
- Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents
- Data-driven direct adaptive risk-sensitive control of stochastic systems
- Partially observed mean-field game and related mean-field forward-backward stochastic differential equation
- A second-order necessary condition for risk-sensitive mean-field type control
- Maximum principle for partially observed risk-sensitive optimal control problem of McKean-Vlasov FBSDEs involving impulse controls
- Weighted stochastic Riccati equations for generalization of linear optimal control
- Global maximum principle for partially observed risk-sensitive progressive optimal control of fbsde with Poisson jumps
- Optimal regulators for mean-field stochastic system with state-dependent weight costs
- Differential games, continuous Lyapunov functions, and stabilisation of non-linear dynamical systems
- LQG risk-sensitive single-agent and major-minor mean-field game systems: a variational framework
- Risk-sensitive singular control for stochastic recursive systems and Hamilton-Jacobi-Bellman inequality
- A risk-sensitive global maximum principle for controlled fully coupled FBSDEs with applications
- A maximum principle for robust optimal control problems of quadratic BSDEs
- A BSDE approach to the asymmetric risk-sensitive optimization and its applications
- On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application
- Risk-sensitive mean-field-type games with L^p-norm drifts
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