Risk-Sensitive Mean-Field Type Control under Partial Observation

We establish a stochastic maximum principle (SMP) for control problems of partially observed diffusions of mean-field type with risk-sensitive performance functionals.

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Year of publication:	2014-11
Authors:	Djehiche, Boualem ; Tembine, Hamidou
Institutions:	arXiv.org

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Extent:	application/pdf
Series:	Papers.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011082818