Risk-Sensitive Mean-Field Type Control under Partial Observation
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Abstract (arXiv)
We establish a stochastic maximum principle (SMP) for control problems of partially observed diffusions of mean-field type with risk-sensitive performance functionals.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). First posted on arXiv 26 Nov 2014.
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Citing papers per year: 2021: 1.
1 paper.
- 2021Discrete-Time Mean Field Control with Environment Statescited by 7
- 2021Discrete-Time Mean Field Control with Environment States30 Apr 2021