A stochastic maximum principle for risk-sensitive mean-field-type control

Proceedings of the IEEE Conference on Decision and Control

Volumn 2015-February, Issue February, 2014, Pages 3481-3486

  Djehiche, Boualem ^a   Tembine, Hamidou ^b   Tempone, Raul ^b  

^a ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

^b KING ABDULLAH UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Saudi Arabia)

Author keywords

[No Author keywords available]

Indexed keywords

COST FUNCTIONS; MAXIMUM PRINCIPLE; OPTIMAL CONTROL SYSTEMS; TABU SEARCH;

CONTROL PROBLEMS; NON-MARKOVIAN DYNAMICS; OPTIMAL CONTROL PROBLEM; OPTIMALITY PRINCIPLE; QUADRATIC COST FUNCTIONS; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC DYNAMICS; STOCHASTIC MAXIMUM PRINCIPLES;

STOCHASTIC SYSTEMS;

EID: 84988260230     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2014.7039929     Document Type: Conference Paper

References (18)

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