Risk-Sensitive Control on an Infinite Time Horizon
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Publication:4862442
DOI10.1137/S0363012993258720zbMath0949.93079MaRDI QIDQ4862442
Wendell H. Fleming, William M. McEneaney
Publication date: 8 February 1996
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
nonlinear systemsrobust controlstochastic controllarge deviationHamilton-Jacobi equationsrisk-sensitive controlinfinite time horizonviscosity solutions\(H^\infty\) controlergodic costIsaacs equations
Nonlinear systems in control theory (93C10) (H^infty)-control (93B36) Optimal stochastic control (93E20)
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