Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions

DOI10.1016/j.spa.2017.08.001zbMath1390.35433arXiv1601.00258OpenAlexW2224989410WikidataQ60167469 ScholiaQ60167469MaRDI QIDQ1747784

Could not fetch data.

Publication date: 27 April 2018

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.00258

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Could not fetch data.