Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost
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DOI10.1007/BF02683329zbMATH Open0869.93053OpenAlexW2115204485MaRDI QIDQ5961572FDOQ5961572
Paolo Dai Pra, Cristina Rudari
Publication date: 8 September 1997
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02683329
Cites Work
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- Risk-sensitive linear/quadratic/gaussian control
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- Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index
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Cited In (1)
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