Bellman Equations of Risk-Sensitive Control
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Publication:4874942
DOI10.1137/S0363012993255302zbMath0856.93107MaRDI QIDQ4874942
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Publication date: 11 February 1997
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
asymptoticsrisk-sensitive control problemslarge deviation principleBellman equationsbreaking downergodic type control
Dynamic programming in optimal control and differential games (49L20) Nonlinear parabolic equations (35K55) Optimal stochastic control (93E20) Large deviations (60F10)
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