A risk-sensitive maximum principle (Q2277229)
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scientific article; zbMATH DE number 4195872
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A risk-sensitive maximum principle |
scientific article; zbMATH DE number 4195872 |
Statements
A risk-sensitive maximum principle (English)
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1990
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Hamilton-Jacobi equations
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risk-sensitivity
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stochastic maximum principle
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additive cost function
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0.8465257287025452
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0.8420765399932861
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0.8414295315742493
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0.8201172351837158
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0.8170987367630005
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