Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:42, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive control for a class of nonlinear systems with multiplicative noise |
scientific article |
Statements
Risk-sensitive control for a class of nonlinear systems with multiplicative noise (English)
0 references
7 March 2014
0 references
risk-sensitive control
0 references
nonlinear systems
0 references
bond pricing
0 references
optimal investment
0 references
