A risk-sensitive control dual approach to a large deviations control problem (Q2503513)
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scientific article; zbMATH DE number 5055537
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| English | A risk-sensitive control dual approach to a large deviations control problem |
scientific article; zbMATH DE number 5055537 |
Statements
A risk-sensitive control dual approach to a large deviations control problem (English)
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21 September 2006
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Large deviations
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Risk-sensitive control
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Controlled diffusion
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Bellman equation
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Duality
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0.8518722057342529
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0.8067264556884766
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0.8023162484169006
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