The risk-sensitive homing problem (Q3748179)

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The risk-sensitive homing problem
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    title
    The risk-sensitive homing problem (English)
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    DOI
    10.2307/3213947
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    author
    Jonathan Kuhn
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    publication date
    1985
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    Mathematics Subject Classification ID
    93E20
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    60G99
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    60H10
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    zbMATH DE Number
    3983055
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    zbMATH Keywords
    optimal homing
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    risk-sensitive cost criterion
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    first-passage-time
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