On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application
type: Item
instance of: scholarly article
title: On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application
zbMATH Open document ID: 1455.91216
author: Adel Chala
author: Dahbia Hafayed
published in: Evolution Equations and Control Theory
publication date: 2021-01-13T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 7293774
zbMATH Keywords: fully coupled forward-backward stochastic differential equation of mean-field type
zbMATH Keywords: risk-sensitive
zbMATH Keywords: stochastic maximum principle
zbMATH Keywords: optimal control
zbMATH Keywords: variational principle
zbMATH Keywords: logarithmic transformation
zbMATH Keywords: mean-variance
MaRDI profile type: Publication
full work available at URL: eect.2020035
OpenAlex ID: W3013762108
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DOI: 10.3934/EECT.2020035
description: scientific article; zbMATH DE number 7293774