Risk sensitive control of diffusions with small running cost (Q647494)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk sensitive control of diffusions with small running cost |
scientific article |
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Risk sensitive control of diffusions with small running cost (English)
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23 November 2011
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controlled diffusions
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risk-sensitive control
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optimal control
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small risk condition
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minorization condition
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