Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827)
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scientific article; zbMATH DE number 7741541
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partially observed risk-sensitive stochastic control problems with non-convexity restriction |
scientific article; zbMATH DE number 7741541 |
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Partially observed risk-sensitive stochastic control problems with non-convexity restriction (English)
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22 September 2023
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Girsanov's theorem
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maximum principle
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partial information
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risk-sensitive optimal control
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