Pages that link to "Item:Q2277229"
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The following pages link to A risk-sensitive maximum principle (Q2277229):
Displayed 7 items.
- Finite-dimensional quasi-linear risk-sensitive control (Q673558) (← links)
- Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces (Q878080) (← links)
- Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games (Q1198562) (← links)
- A uniqueness result for the Isaacs equation corresponding to nonlinear \(H_\infty\) control (Q1276395) (← links)
- Risk-sensitivity, large deviations and stochastic control (Q1330534) (← links)
- The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems (Q1913679) (← links)
- Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost (Q5961572) (← links)