{"paper":{"title":"Risk-Sensitive Mean-Field-Type Control","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.AP"],"primary_cat":"math.OC","authors_text":"Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Phillip Yam","submitted_at":"2017-02-05T04:29:02Z","abstract_excerpt":"We study risk-sensitive optimal control of a stochastic differential equation (SDE) of mean-field type, where the coefficients are allowed to depend on some functional of the law as well as the state and control processes. Moreover the risk-sensitive cost functional is also of mean-field type. We derive optimality equations in infinite dimensions connecting dual functions associated with Bellman functional to the adjoint process of the Pontryagin maximum principle. The case of linear-exponentiated quadratic cost and its connection with the risk-neutral solution is discussed."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1702.01369","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}