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

Boualem Djehiche, Hamidou Tembine, Raúl Tempone (2014)

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DOI: 10.1109/CDC.2014.7039929

access: closed

type: Conference or Workshop Paper

metadata version: 2019-11-28

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  dblp key:
  - conf/cdc/DjehicheTT14
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Boualem Djehiche, Hamidou Tembine, Raúl Tempone:
A stochastic maximum principle for risk-sensitive mean-field-type control. CDC 2014: 3481-3486

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