Risk-sensitive control for a class of homing problems (Q1049126): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1016/j.automatica.2009.06.015 / rank | |||
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Property / OpenAlex ID: W2081739285 / rank | |||
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Property / cites work: The risk-sensitive homing problem / rank | |||
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Property / cites work: A different class of homing problems / rank | |||
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Property / cites work: Adapted solution of a backward stochastic differential equation / rank | |||
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Property / cites work: Q3997540 / rank | |||
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Latest revision as of 09:03, 2 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Risk-sensitive control for a class of homing problems |
scientific article |
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Risk-sensitive control for a class of homing problems (English)
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8 January 2010
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backward stochastic differential equation
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first-passage time
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homing problems
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