Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior (Q6159013)
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scientific article; zbMATH DE number 7691004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior |
scientific article; zbMATH DE number 7691004 |
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Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior (English)
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1 June 2023
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stochastic control
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risk-sensitive
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linear-quadratic-exponential problem
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linear-quadratic Gaussian (LQG)
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