As a special case of partial information, the general stochastic maximum principle for this kind of fully observed risk-sensitive optimal control problem is also obtained.
作为部分可观测信息的特例,我们给出了完全可观测的风险敏感最优控制问题的一般最大值原理。
By the similar method used in chapter 3, we get the general stochastic maximum for this kind of partially observed risk-sensitive optimal control problem.
采用与第三章类似的方法,我们得到了部分可观测的风险敏感最优控制问题的一般随机最大值原理。
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