On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application |
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On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (English)
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13 January 2021
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fully coupled forward-backward stochastic differential equation of mean-field type
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risk-sensitive
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stochastic maximum principle
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optimal control
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variational principle
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logarithmic transformation
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mean-variance
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