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

@@ Property / author @@
-Peter Whittle
@@ Property / author: Peter Whittle / rank @@
-Normal rank
@@ Property / author @@
+Peter Whittle
@@ Property / author: Peter Whittle / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0377-2217(94)90266-6
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@@ Property / OpenAlex ID @@
+W2066739497
@@ Property / OpenAlex ID: W2066739497 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
+Normal rank
@@ Property / cites work @@
+An Introductory Approach to Duality in Optimal Stochastic Control
+Normal rank
@@ Property / cites work @@
+The variational principle for optimal control of diffusions with partial information
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+Dynamic Duopolistic Competition with Sticky Prices
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+Stochastic Control for Small Noise Intensities
@@ Property / cites work: Stochastic Control for Small Noise Intensities / rank @@
+Normal rank
@@ Property / cites work @@
+Exit probabilities and optimal stochastic control
@@ Property / cites work: Exit probabilities and optimal stochastic control / rank @@
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@@ Property / cites work @@
+Optimal exit probabilities and differential games
@@ Property / cites work: Optimal exit probabilities and differential games / rank @@
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@@ Property / cites work @@
+State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
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@@ Property / cites work @@
+Q4726159
@@ Property / cites work: Q4726159 / rank @@
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@@ Property / cites work @@
+Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
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+On values and strategies for infinite-time linear quadratic games
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+On the optimal control of stochastic systems with an exponential-of- integral performance index
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+On the stochastic maximum principle. Fixed time of control
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+Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
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+A minimum principle for stochastic control problems with output feedback
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+An adaptive terminal guidance scheme based on an exponential cost criterion with application to homing missile guidance
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+Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria
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@@ Property / cites work @@
+Risk-sensitive linear/quadratic/gaussian control
@@ Property / cites work: Risk-sensitive linear/quadratic/gaussian control / rank @@
+Normal rank
@@ Property / cites work @@
+Q3703778
@@ Property / cites work: Q3703778 / rank @@
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@@ Property / cites work @@
+Q3997540
@@ Property / cites work: Q3997540 / rank @@
+Normal rank
@@ Property / cites work @@
+A risk-sensitive maximum principle
@@ Property / cites work: A risk-sensitive maximum principle / rank @@
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@@ Property / cites work @@
+Q4272470
@@ Property / cites work: Q4272470 / rank @@
+Normal rank
@@ Property / cites work @@
+A risk-sensitive maximum principle: the case of imperfect state observation
+Normal rank
@@ Property / cites work @@
+A hamiltonian formulation of risk-sensitive Linear/quadratic/gaussian control
+Normal rank