A variational formula for risk-sensitive control of diffusions in \(\mathbb{R}^d\) (Q5208746)
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scientific article; zbMATH DE number 7149733
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| English | A variational formula for risk-sensitive control of diffusions in \(\mathbb{R}^d\) |
scientific article; zbMATH DE number 7149733 |
Statements
A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$ (English)
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10 January 2020
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principal eigenvalue
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(Agmon) ground state
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semilinear PDE
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Donsker-Varadhan functional
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Collatz-Wielandt formula
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min-max formula
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0.909009337425232
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0.8736714720726013
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0.8238276243209839
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0.8185313940048218
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0.8102741241455078
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