Pages that link to "Item:Q4377417"
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The following pages link to Risk-Sensitive and Robust Escape Criteria (Q4377417):
Displayed 19 items.
- Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
- Nonequilibrium Markov processes conditioned on large deviations (Q496165) (← links)
- Estimation of the sojourn time of a weakly perturbed Lagrangian system in a given region (Q610549) (← links)
- Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime (Q744384) (← links)
- A differential game with exit costs (Q778079) (← links)
- Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
- Risk-sensitive portfolio optimization problems with fixed income securities (Q1035912) (← links)
- A uniqueness result for the Isaacs equation corresponding to nonlinear \(H_\infty\) control (Q1276395) (← links)
- Risk-sensitive control and differential games in infinite dimensions (Q1612591) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- Optimal control of diffusion processes pertaining to an opioid epidemic dynamical model with random perturbations (Q1741535) (← links)
- An escape time interpretation of robust control (Q1994522) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- Exit time risk-sensitive control for systems of cooperative agents (Q2274526) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- (Q2761356) (← links)
- Stochastic exit time problems arising in process control (Q3145082) (← links)
- (Q3407543) (← links)