An escape time interpretation of robust control (Q1994522): Difference between revisions

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+Small noise methods for risk-sensitive/robust economies
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+Risk-sensitive and robust escape control for degenerate diffusion processes
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+Stochastic exit time problems arising in process control
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+On the exponential exit law in the small parameter exit problem
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+Risk-Sensitive and Robust Escape Criteria
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+Profit Maximization and the Market Selection Hypothesis
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+Exit probabilities and optimal stochastic control
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+Optimal exit probabilities and differential games
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+Robustness
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+Robust control and model misspecification
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+Escape dynamics: a continuous-time approximation
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+Residence time control
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+Risk, uncertainty, and option exercise
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+Axiomatic Foundations of Multiplier Preferences
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+The worst case for real options
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