Maximum principle for partially observed risk-sensitive optimal control problem of McKean?Vlasov FBSDEs involving impulse controls
In this research, we investigate the maximum principle pertaining to risk-sensitive optimal control problems under partial observation, modeled by forward?backward stochastic differential equations (FBSDEs) of the general regularity McKean?Vlasov form. An important aspect of these equations is that...
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Birkhauser
2025
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