Pages that link to "Item:Q4874942"
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The following pages link to Bellman Equations of Risk-Sensitive Control (Q4874942):
Displaying 33 items.
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
- Risk sensitive control of diffusions with small running cost (Q647494) (← links)
- A risk-sensitive stochastic control approach to an optimal investment problem with partial information (Q854287) (← links)
- Stochastic nonlinear stabilization. I: A backstepping design (Q1127399) (← links)
- Variance-optimal martingale measures for diffusion processes with stochastic coefficients (Q1711096) (← links)
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control (Q1732995) (← links)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
- Risk-sensitive control and an optimal investment model. II. (Q1872384) (← links)
- Output-feedback stabilization of stochastic nonlinear systems driven by noise of unknown covariance (Q1978613) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- Zero-sum stochastic differential games with risk-sensitive cost (Q2301679) (← links)
- H-J-B equations of optimal consumption-investment and verification theorems (Q2348617) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- Asymptotics of robust utility maximization (Q2428048) (← links)
- Portfolios and risk premia for the long run (Q2428051) (← links)
- An eigenvalue approach to the risk sensitive control problem in near monotone case (Q2430963) (← links)
- On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control (Q2493181) (← links)
- A risk-sensitive control dual approach to a large deviations control problem (Q2503513) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- Risk-sensitive semi-Markov decision problems with discounted cost and general utilities (Q2667624) (← links)
- On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions (Q2677701) (← links)
- Risk-sensitive control of continuous time Markov chains (Q2811098) (← links)
- Dynamic asset management with risk-sensitive criterion and non-negative factor constraints: a differential game approach (Q3647589) (← links)
- Long Time Asymptotics for Optimal Investment (Q4560343) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- On the policy improvement algorithm for ergodic risk-sensitive control (Q5001563) (← links)
- Solution of the HJB Equations Involved in Utility-Based Pricing (Q5038268) (← links)
- Zero-sum semi-Markov games with a probability criterion (Q5086912) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
- Risk-Aware Control (Q5383803) (← links)
- Stochastic adaptive backstepping controller design by introducing dynamic signal and changing supply function (Q5758305) (← links)
- Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior (Q6159013) (← links)
