Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games (Q1198562): Difference between revisions

@@ Property / cites work @@
+Discontinuous solutions of deterministic optimal stopping time problems
+Normal rank
@@ Property / cites work @@
+Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
+Normal rank
@@ Property / cites work @@
+State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
+Normal rank
@@ Property / cites work @@
+A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
+Normal rank
@@ Property / cites work @@
+Q3396313
@@ Property / cites work: Q3396313 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Control for Small Noise Intensities
@@ Property / cites work: Stochastic Control for Small Noise Intensities / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic series and exit time probabilities
@@ Property / cites work: Asymptotic series and exit time probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q3140691
@@ Property / cites work: Q3140691 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions for Markov processes with Lévy generators
+Normal rank
@@ Property / cites work @@
+Q3692136
@@ Property / cites work: Q3692136 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4205251
@@ Property / cites work: Q4205251 / rank @@
+Normal rank
@@ Property / cites work @@
+State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
+Normal rank
@@ Property / cites work @@
+Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
+Normal rank
@@ Property / cites work @@
+A Game Theoretic Approach to $\mathcal{H}^\infty $ Control for Time-Varying Systems
+Normal rank
@@ Property / cites work @@
+On a state space approach to nonlinear \(H_ \infty\) control
+Normal rank
@@ Property / cites work @@
+Stochastic Control and Exit Probabilities of Jump Processes
+Normal rank
@@ Property / cites work @@
+Risk-sensitive linear/quadratic/gaussian control
@@ Property / cites work: Risk-sensitive linear/quadratic/gaussian control / rank @@
+Normal rank
@@ Property / cites work @@
+A risk-sensitive maximum principle
@@ Property / cites work: A risk-sensitive maximum principle / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997540
@@ Property / cites work: Q3997540 / rank @@
+Normal rank