Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost (Q1292391)

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scientific article; zbMATH DE number 1306123
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    Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost
    scientific article; zbMATH DE number 1306123

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      Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost (English)
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      21 June 1999
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      stochastic optimal control
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      risk-sensitive
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      Lie algebra
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