Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368)
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scientific article; zbMATH DE number 6683418
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type |
scientific article; zbMATH DE number 6683418 |
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Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (English)
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10 February 2017
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maximum principle
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risk-sensitive optimal control
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partial information
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Girsanovs theorem
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spike variational technique
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