Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations
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Publication:6053708
DOI10.1002/oca.2833OpenAlexW3216383790WikidataQ115397074 ScholiaQ115397074MaRDI QIDQ6053708
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Publication date: 23 October 2023
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2833
stochastic maximum principleGirsanov's theorempartial informationrisk-sensitive optimal controlconvex variational techniques
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