Remarks on risk-sensitive control problems
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Publication:816965
DOI10.1007/s00245-005-0829-yzbMath1083.35021OpenAlexW2011434447MaRDI QIDQ816965
Maurice Robin, José Luis Menaldi
Publication date: 2 March 2006
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://digitalcommons.wayne.edu/mathfrp/55
Dynamic programming in optimal control and differential games (49L20) Asymptotic behavior of solutions to PDEs (35B40) Dynamic programming (90C39) Nonlinear elliptic equations (35J60) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)
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