On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application |
scientific article; zbMATH DE number 7293774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application |
scientific article; zbMATH DE number 7293774 |
Statements
On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (English)
0 references
13 January 2021
0 references
fully coupled forward-backward stochastic differential equation of mean-field type
0 references
risk-sensitive
0 references
stochastic maximum principle
0 references
optimal control
0 references
variational principle
0 references
logarithmic transformation
0 references
mean-variance
0 references
0 references
0 references
0 references
0 references
