scientific article; zbMATH DE number 1140227

zbMATH Open0925.93963MaRDI QIDQ4385246FDOQ4385246

Authors: Subhrakanti Dey, John Moore 

Publication date: 13 April 1998

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited In (4)

• A new approach to risk sensitivity
• Robust properties of risk-sensitive control
• Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems
• Risk-aware control

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