Risk-Sensitive Mean-Field Type Control under Partial Observation
نویسندگان
چکیده
We establish a stochastic maximum principle (SMP) for control problems of partially observed diffusions of mean-field type with risk-sensitive performance functionals. AMS subject classification. 93E20, 60H30, 60H10, 91B28.
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عنوان ژورنال:
- CoRR
دوره abs/1411.7231 شماره
صفحات -
تاریخ انتشار 2014