Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games (Q1198562)

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Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games
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    Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games (English)
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    16 January 1993
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    risk-sensitivity
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    risk-sensitive optimal control problem
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    stochastic differential game
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