The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games (Q4306977): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1109/9.310029 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2112198148 / rank | |||
Normal rank |
Latest revision as of 02:39, 20 March 2024
scientific article; zbMATH DE number 644366
Language | Label | Description | Also known as |
---|---|---|---|
English | The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games |
scientific article; zbMATH DE number 644366 |
Statements
The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games (English)
0 references
9 February 2000
0 references
large deviations
0 references
infinite-horizon exponential-of-integral performance index
0 references
stochastic control
0 references
stochastic differential game
0 references
risk-sensitive LQG problem
0 references