Pages that link to "Item:Q1198562"
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The following pages link to Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games (Q1198562):
Displayed 25 items.
- Small noise methods for risk-sensitive/robust economies (Q433357) (← links)
- Differential games, partial-state stabilization, and model reference adaptive control (Q509519) (← links)
- Robustness and ambiguity in continuous time (Q548261) (← links)
- Dissipativity and risk-sensitivity in control problems (Q650071) (← links)
- Finite-dimensional quasi-linear risk-sensitive control (Q673558) (← links)
- Optimal control of molecular dynamics using Markov state models (Q715243) (← links)
- Risk-sensitivity conditions for stochastic uncertain model validation (Q1049165) (← links)
- A uniqueness result for the Isaacs equation corresponding to nonlinear \(H_\infty\) control (Q1276395) (← links)
- Optimal control of a stochastic system with an exponential-of-integral performance criterion (Q1329780) (← links)
- Risk sensitive control of Markov processes in countable state space (Q1350178) (← links)
- Connections between stochastic control and dynamic games (Q1356624) (← links)
- Multiple-objective risk-sensitive control and its small noise limit (Q1868064) (← links)
- The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems (Q1913679) (← links)
- Risk-sensitive and risk-neutral control for continuous-time hidden Markov models (Q1917179) (← links)
- Macroeconomic uncertainty prices when beliefs are tenuous (Q2024481) (← links)
- Structured ambiguity and model misspecification (Q2067388) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients (Q2245622) (← links)
- Twisted probabilities, uncertainty, and prices (Q2305982) (← links)
- Robust control and model misspecification (Q2496228) (← links)
- \(H_{\infty}\)-like control for nonlinear stochastic systems (Q2504654) (← links)
- Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)
- <i>H</i><sub><b><i>∞</i></b></sub>control for non-linear stochastic systems: the output-feedback case (Q3536497) (← links)
- Variational approach to rare event simulation using least-squares regression (Q5227583) (← links)
- Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost (Q5961572) (← links)