Risk sensitive stochastic control and differential games

DOI10.4310/CIS.2006.V6.N3.A1zbMath1132.93049MaRDI QIDQ2474728

Wendell H. Fleming

Publication date: 6 March 2008

Published in: Communications in Information and Systems (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingzero-sum differential gamesMarkov diffusion processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Optimal stochastic control (93E20)

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