Pages that link to "Item:Q1381319"
From MaRDI portal
The following pages link to Some results on risk-sensitive control with full observation (Q1381319):
Displayed 13 items.
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
- A uniqueness result for the Isaacs equation corresponding to nonlinear \(H_\infty\) control (Q1276395) (← links)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- Zero-sum risk-sensitive stochastic games on a countable state space (Q2434509) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- Zero-Sum Risk-Sensitive Stochastic Differential Games (Q2925338) (← links)
- Nonzero-sum risk-sensitive stochastic differential games with discounted costs (Q4986426) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- Existence of solutions to the Hamilton-Jacobi-Bellman equation under quadratic growth conditions (Q5955603) (← links)
- Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach (Q6099691) (← links)