Singular Perturbations in Risk-Sensitive Stochastic Control (Q3060361)
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English | Singular Perturbations in Risk-Sensitive Stochastic Control |
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Singular Perturbations in Risk-Sensitive Stochastic Control (English)
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3 December 2010
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risk-sensitive control
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singular perturbations
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two time scales
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averaging
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Hamilton-Jacobi-Isaacs equation
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