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ENTITY Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations

Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations

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  1. TOOL · CL_123267 ·

    New research frames Adjoint Matching via Stochastic Maximum Principle

    A new research paper, "Adjoint Matching through the Lens of the Stochastic Maximum Principle in Optimal Control," by Jiequn Han, rigorously derives and generalizes the Adjoint Matching method for stochastic optimal cont…