An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (Q1986110)
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scientific article; zbMATH DE number 7188114
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| English | An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications |
scientific article; zbMATH DE number 7188114 |
Statements
An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (English)
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7 April 2020
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backward doubly stochastic differential equation
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risk-sensitive
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optimal control
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stochastic maximum principle
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variational principle
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logarithmic transformation
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0.8782405257225037
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0.8625249862670898
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0.8564430475234985
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0.8545191287994385
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0.827492892742157
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