Risk sensitive control of diffusions with small running cost (Q647494)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk sensitive control of diffusions with small running cost |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk sensitive control of diffusions with small running cost |
scientific article |
Statements
Risk sensitive control of diffusions with small running cost (English)
0 references
23 November 2011
0 references
controlled diffusions
0 references
risk-sensitive control
0 references
optimal control
0 references
small risk condition
0 references
minorization condition
0 references
