Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type
type: Item
instance of: scholarly article
title: Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type
zbMATH Open document ID: 1355.93213
author: Bin Liu
author: Heping Ma
published in: European Journal of Control
publication date: 2017-02-10T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 6683418
zbMATH Keywords: maximum principle
zbMATH Keywords: risk-sensitive optimal control
zbMATH Keywords: partial information
zbMATH Keywords: Girsanovs theorem
zbMATH Keywords: spike variational technique
MaRDI profile type: Publication
full work available at URL: j.ejcon.2016.05.002
OpenAlex ID: W2397732007
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DOI: 10.1016/J.EJCON.2016.05.002
description: scientific article; zbMATH DE number 6683418