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The following pages link to Minimum principle for partially observable nonlinear risk-sensitive control problems using measure-valued decompositions (Q4364128):

Displaying 17 items.

Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation (Q329094) (← links)
Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368) (← links)
Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces (Q878080) (← links)
General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875) (← links)
Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost (Q1292391) (← links)
On the application of minimum principle for solving partially observable risk-sensitive control problems (Q1351406) (← links)
Risk sensitive nonlinear filtering with correlated noises (Q1972453) (← links)
Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796) (← links)
Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)
(Q4227196) (← links)
A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)
(Q4909835) (← links)
Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity (Q5232245) (← links)
Dynamic Programming Subject to Total Variation Distance Ambiguity (Q5502181) (← links)
Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems (Q5940773) (← 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)