Risk sensitive control of diffusions with small running cost (Q647494): Difference between revisions
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| Property / DOI: 10.1007/S00245-010-9127-4 / rank | |||
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Latest revision as of 23:41, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk sensitive control of diffusions with small running cost |
scientific article |
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Risk sensitive control of diffusions with small running cost (English)
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23 November 2011
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controlled diffusions
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risk-sensitive control
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optimal control
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small risk condition
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minorization condition
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