Bellman Equations of Risk-Sensitive Control (Q4874942)

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scientific article; zbMATH DE number 871588
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Bellman Equations of Risk-Sensitive Control
scientific article; zbMATH DE number 871588

    Statements

    Bellman Equations of Risk-Sensitive Control (English)
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    11 February 1997
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    breaking down
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    risk-sensitive control problems
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    Bellman equations
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    asymptotics
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    ergodic type control
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    large deviation principle
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    Identifiers

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