scientific article; zbMATH DE number 1790585

MaRDI QIDQ4549696zbMATH OpenFDO

Authors Peter Whittle

Publication date 20 October 2003

zbMATH Keywords

robustnessrisklarge deviation theory

Mathematics Subject Classification ID

Cited in

(5)

• Probabilistic control and majorisation of optimal control
• Model reference control for an economic growth cycle model
• Just who are you calling risk averse?
• Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior
• Variational approach to rare event simulation using least-squares regression

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