Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a Quadratic Growth Assumption (Q4537805)
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scientific article; zbMATH DE number 1758249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a Quadratic Growth Assumption |
scientific article; zbMATH DE number 1758249 |
Statements
Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a Quadratic Growth Assumption (English)
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23 June 2002
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risk-sensitive control
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robust control
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viscosity solutions
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nonlinear HJB equations
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nonlinear Isaacs equations
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dynamic programming
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