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

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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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