Singular Perturbations in Risk-Sensitive Stochastic Control (Q3060361)

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Singular Perturbations in Risk-Sensitive Stochastic Control
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    Singular Perturbations in Risk-Sensitive Stochastic Control (English)
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    3 December 2010
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    risk-sensitive control
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    singular perturbations
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    two time scales
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    averaging
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    Hamilton-Jacobi-Isaacs equation
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