Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708)
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scientific article; zbMATH DE number 7753551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations |
scientific article; zbMATH DE number 7753551 |
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Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (English)
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23 October 2023
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convex variational techniques
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Girsanov's theorem
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partial information
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risk-sensitive optimal control
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stochastic maximum principle
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