A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$

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Publication:5208746

DOI10.1137/18M1218704zbMath1428.35246arXiv1810.01180MaRDI QIDQ5208746

Anup Biswas, Aristotle Arapostathis

Publication date: 10 January 2020

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.01180




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