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scientific article; zbMATH DE number 1507332
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scientific article; zbMATH DE number 1507332

    Statements

    author
    Michael K. Sain
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    Chang-Hee Won
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    Stanley R. Liberty
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    Billie F. jun. Spencer
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    publication date
    21 October 2003
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    zbMATH Keywords
    cumulants
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    risk-sensitive control
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    stochastic differential equations
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91B82
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    65C30
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    zbMATH DE Number
    1507332
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