scientific article; zbMATH DE number 1070364
From MaRDI portal
Publication:4356839
Recommendations
- Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost
- Small Parameter Limit for Discrete-Time Partially Observed Risk-Sensitive Control Problems
- Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
- Some results and problems in risk sensitive stochastic control
Cited in
(15)- Some results and problems in risk sensitive stochastic control
- Nonanticipative risk sensitive control: the martingale method.
- Multiple-objective risk-sensitive control and its small noise limit
- Robust designs through risk sensitivity: an overview
- Exit time risk-sensitive control for systems of cooperative agents
- Risk sensitive stochastic control and differential games
- scientific article; zbMATH DE number 440541 (Why is no real title available?)
- On a discrete-time linear jump stochastic dynamic game
- Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
- The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games
- scientific article; zbMATH DE number 889612 (Why is no real title available?)
- Small parameter limit for ergodic, discrete-time, partially observed, risk-sensitive control problems
- Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost
- Risk-sensitive control, single controller games and linear programming
- Remarks on risk-sensitive control problems
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4356839)