Risk-sensitive control with HARA utility (Q4540352)

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scientific article; zbMATH DE number 1769587
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    Risk-sensitive control with HARA utility
    scientific article; zbMATH DE number 1769587

      Statements

      Risk-sensitive control with HARA utility (English)
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      21 July 2002
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      risk-sensitive control
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      upper/lower Isaacs equations
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      hyperbolic absolute risk averse utility function
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      linear-quadratic control
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      robust controllers
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      HARA controllers
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      viscosity solution
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      differential game
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