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Revision as of 19:29, 24 June 2024

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A risk-sensitive control dual approach to a large deviations control problem
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    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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