scientific article; zbMATH DE number 440541
zbMATH Open0788.90097MaRDI QIDQ3140691FDOQ3140691
Authors: Wendell Fleming, William M. Mceneaney
Publication date: 28 November 1993
Title of this publication is not available (Why is that?)
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nonlinear systemsviscosity solutionnonlinear partial differential equationslogarithmic transformationrisk-sensitive stochastic control
Differential games (aspects of game theory) (91A23) Existence theories for optimal control problems involving partial differential equations (49J20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal stochastic control (93E20)
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- Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces
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- Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a Quadratic Growth Assumption
- Average optimality for risk-sensitive control with general state space
- Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost
- Piecewise suboptimal control laws for differential games
- Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
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