arXiv (All)
open access
Relationship between MP and DPP for Risk-Sensitive Stochastic Optimal Control Problems: Viscosity Solution Framework
In this paper, we study the relationship between general maximum principle and dynamic programming principle for risk-sensitive stochastic optimal control problems, where the control domain is not necessarily convex. The original problem is equivalent to a stochastic recursive optimal control proble
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Strategic Inference in Stackelberg Games: Optimal Control for Revealing Adversary Intent#1052029
- On Control of Drawdown: Robust Invariance and Optimality#1049016
- Softmax gradient policy for variance minimization and risk-averse multi armed bandits#1063878
- ANO: Robust Policy Optimization via Bounded, Redescending Gain Fields#1062899
- Limit-sure reachability for small memory policies in POMDPs is NP-complete#1066571
Record · ID 987583
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive