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

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+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 exit probabilities and differential games
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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
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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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