Risk-sensitivity, large deviations and stochastic control (Q1330534): Difference between revisions

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+https://doi.org/10.1016/0377-2217(94)90266-6
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+W2066739497
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@@ Property / cites work @@
+Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
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+An Introductory Approach to Duality in Optimal Stochastic Control
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+Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
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+Risk-sensitive linear/quadratic/gaussian control
@@ Property / cites work: Risk-sensitive linear/quadratic/gaussian control / rank @@
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+Q3703778
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+A risk-sensitive maximum principle
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+A risk-sensitive maximum principle: the case of imperfect state observation
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+A hamiltonian formulation of risk-sensitive Linear/quadratic/gaussian control
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