Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158): Difference between revisions
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scientific article
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English | Risk-sensitive control for a class of nonlinear systems with multiplicative noise |
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Risk-sensitive control for a class of nonlinear systems with multiplicative noise (English)
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7 March 2014
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risk-sensitive control
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nonlinear systems
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bond pricing
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optimal investment
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