Max-plus stochastic control and risk-sensitivity (Q708868)

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Max-plus stochastic control and risk-sensitivity
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    Max-plus stochastic control and risk-sensitivity (English)
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    15 October 2010
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    max-plus control
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    max-plus additive cost
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    risk-sensitive stochastic control
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    nonlinear parabolic PDEs
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    viscosity solutions
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