Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls (Q6197861)
From MaRDI portal
scientific article; zbMATH DE number 7821119
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls |
scientific article; zbMATH DE number 7821119 |
Statements
Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls (English)
0 references
20 March 2024
0 references
forward-backward stochastic control system
0 references
impulse control
0 references
linear-quadratic control
0 references
maximum principle
0 references
risk-sensitive
0 references
stochastic control
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
