Maximum principle for partially observed risk-sensitive optimal control problem of McKean-Vlasov FBSDEs involving impulse controls

DOI10.1007/S11868-024-00654-7MaRDI QIDQ6646282FDOQ6646282

Authors: Imad Eddine Lakhdari, Youcef Djenaihi, Rafik Kaouache, Salah Boulaaras, Rashid Jan 

Publication date: 29 November 2024

Published in: Journal of Pseudo-Differential Operators and Applications (Search for Journal in Brave)

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zbMATH Keywords

maximum principlenonlinear systemspartial observationimpulse controlrisk-sensitive optimal control McKean-Vlasov differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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