Pages that link to "Item:Q5274101"
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The following pages link to A new risk-sensitive maximum principle (Q5274101):
Displaying 29 items.
- Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368) (← links)
- On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
- Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
- Pontryagin's risk-sensitive stochastic maximum principle for backward stochastic differential equations with application (Q1684177) (← links)
- An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (Q1986110) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- Optimal stochastic regulators with state-dependent weights (Q2278529) (← links)
- Risk-sensitive mean field games via the stochastic maximum principle (Q2292119) (← links)
- Generalised risk-sensitive control with full and partial state observation (Q2434781) (← links)
- Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158) (← links)
- Indefinite risk-sensitive control (Q2681175) (← links)
- Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)
- The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
- A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)
- A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
- On the singular risk-sensitive stochastic maximum principle (Q5165299) (← links)
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)
- Robust risk‐sensitive control (Q6193183) (← links)
- Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls (Q6197861) (← links)
- A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications (Q6563465) (← links)
- Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents (Q6583450) (← links)
- Data-driven direct adaptive risk-sensitive control of stochastic systems (Q6595039) (← links)
- Partially observed mean-field game and related mean-field forward-backward stochastic differential equation (Q6611106) (← links)
- A second-order necessary condition for risk-sensitive mean-field type control (Q6615095) (← links)
- Maximum principle for partially observed risk-sensitive optimal control problem of McKean-Vlasov FBSDEs involving impulse controls (Q6646282) (← links)
- Weighted stochastic Riccati equations for generalization of linear optimal control (Q6659181) (← links)
