Risk sensitive control of diffusions with small running cost (Q647494): Difference between revisions

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-.1007/s00245-010-9127-4
@@ Property / DOI: 10.1007/s00245-010-9127-4 / rank @@
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+Risk-sensitive control with near monotone cost
@@ Property / cites work: Risk-sensitive control with near monotone cost / rank @@
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+Erratum to: Risk-sensitive control with near monotone cost
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+Erratum to: Risk-sensitive control with near monotone cost
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+An eigenvalue approach to the risk sensitive control problem in near monotone case
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+Q3995082
@@ Property / cites work: Q3995082 / rank @@
+Normal rank
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+Singular Perturbations in Risk-Sensitive Stochastic Control
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+Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
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+Infinite horizon risk sensitive control of discrete time Markov processes with small risk
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+Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
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+Risk-Sensitive Control on an Infinite Time Horizon
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+Risk-sensitive portfolio optimization problems with fixed income securities
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+Remarks on risk-sensitive control problems
@@ Property / cites work: Remarks on risk-sensitive control problems / rank @@
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+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
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+Bellman Equations of Risk-Sensitive Control
@@ Property / cites work: Bellman Equations of Risk-Sensitive Control / rank @@
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+Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models
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@@ Property / DOI @@
+.1007/S00245-010-9127-4
@@ Property / DOI: 10.1007/S00245-010-9127-4 / rank @@
+Normal rank