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A Feedback-Type Optimal Solution for Partially-Observed Linear-Quadratic Risk-Sensitive Optimal Control Problem of Mean-Field Type Stochastic Systems

Yuna Oh, Jun Moon. A Feedback-Type Optimal Solution for Partially-Observed Linear-Quadratic Risk-Sensitive Optimal Control Problem of Mean-Field Type Stochastic Systems. IEEE Trans. Automat. Contr., 70(8):5452-5459, August 2025. [doi]

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