Optimal Control Problem for Risk‐Sensitive Mean‐Field Stochastic Delay Differential Equation with Partial Information (Q4599972)
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scientific article; zbMATH DE number 6822506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control Problem for Risk‐Sensitive Mean‐Field Stochastic Delay Differential Equation with Partial Information |
scientific article; zbMATH DE number 6822506 |
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Optimal Control Problem for Risk‐Sensitive Mean‐Field Stochastic Delay Differential Equation with Partial Information (English)
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5 January 2018
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stochastic maximum principle
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risk-sensitive control
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Mean-field type
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stochastic delay differential equations
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continuous dependence theorem
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