A risk-sensitive control dual approach to a large deviations control problem (Q2503513): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risk-sensitive control dual approach to a large deviations control problem |
scientific article |
Statements
A risk-sensitive control dual approach to a large deviations control problem (English)
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21 September 2006
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Large deviations
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Risk-sensitive control
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Controlled diffusion
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Bellman equation
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Duality
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