Risk-sensitivity, large deviations and stochastic control

DOI10.1016/0377-2217(94)90266-6zbMath0825.93692OpenAlexW2066739497MaRDI QIDQ1330534

Peter Whittle

Publication date: 25 September 1994

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(94)90266-6

Mathematics Subject Classification ID

Application models in control theory (93C95) Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Variational and optimal control representations of conditioned and driven processes ⋮ Optimal control of molecular dynamics using Markov state models ⋮ Variational approach to rare event simulation using least-squares regression

Cites Work

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