Risk sensitive control of diffusions with small running cost (Q647494)
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scientific article; zbMATH DE number 5977807
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk sensitive control of diffusions with small running cost |
scientific article; zbMATH DE number 5977807 |
Statements
Risk sensitive control of diffusions with small running cost (English)
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23 November 2011
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controlled diffusions
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risk-sensitive control
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optimal control
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small risk condition
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minorization condition
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0.92299765
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0.91867566
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0.90838885
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0.90583163
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0.89813226
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0.89804727
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0.8959211
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0.8890191
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0.8888763
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