The following pages link to (Q3997540):
Displaying 50 items.
- The PDF shape control of the state variable for a class of stochastic systems (Q2792961) (← links)
- Risk-sensitive control of continuous time Markov chains (Q2811098) (← links)
- A contraction analysis of the convergence of risk-sensitive filters (Q2818216) (← links)
- Optimal risk control under functionally restricted perturbation (Q2854202) (← links)
- Maximizing a Function of the Survival Time of aWiener Process in an Interval (Q2914793) (← links)
- Relative Value Iteration for Stochastic Differential Games (Q2926593) (← links)
- Sufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization (Q2937458) (← links)
- <i>ℋ</i><sub>∞</sub>output feedback control for linear discrete time-varying systems via the bounded real lemma (Q3126147) (← links)
- Stochastic exit time problems arising in process control (Q3145082) (← links)
- Dynamic Limit Growth Indices in Discrete Time (Q3194564) (← links)
- Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion (Q3368567) (← links)
- Boundary-influenced robust controls: two network examples (Q3416756) (← links)
- On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management (Q3449927) (← links)
- Reducing a nonlinear dynamic programming equation to a kolomogorov equation (Q4372872) (← links)
- The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
- Optimally ending an epidemic (Q4639137) (← links)
- A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)
- A new approach to risk sensitivity (Q4684044) (← links)
- Robust stochastic maximum principle for multi-model worst case optimization (Q4804440) (← links)
- On a pursuit problem (Q4836757) (← links)
- A stochastic hunting model involving two countries (Q4862282) (← links)
- Dynamic data envelopment analysis (Q4882361) (← links)
- Adjustment costs in mean-variance efficiency analysis (Q4883834) (← links)
- Discrete–time nonlinear filtering with marked point process observations: ii. risk–sensitive filters (Q4949464) (← links)
- Nonzero-sum risk-sensitive stochastic differential games with discounted costs (Q4986426) (← links)
- On the policy improvement algorithm for ergodic risk-sensitive control (Q5001563) (← links)
- Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion (Q5024369) (← links)
- Minimizing or maximizing the first-passage time to a time-dependent boundary (Q5067347) (← links)
- Risk sensitive control of pure jump processes on a general state space (Q5086421) (← links)
- Zero-sum semi-Markov games with a probability criterion (Q5086912) (← links)
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search (Q5102286) (← links)
- Technical Note—The Joint Impact of<i>F</i>-Divergences and Reference Models on the Contents of Uncertainty Sets (Q5126612) (← links)
- Long-Run Risk-Sensitive Impulse Control (Q5130920) (← links)
- Policy Optimization for $\mathcal{H}_2$ Linear Control with $\mathcal{H}_\infty$ Robustness Guarantee: Implicit Regularization and Global Convergence (Q5163686) (← links)
- Risk-Sensitive Asset Management and Cascading Defaults (Q5219291) (← links)
- Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space (Q5219552) (← links)
- Risk-Sensitive Control for the Multiclass Many-Server Queues in the Moderate Deviation Regime (Q5244875) (← links)
- A Risk-Averse Differential Game Approach to Multi-agent Tracking and Synchronization with Stochastic Objects and Command Generators (Q5253259) (← links)
- Modeling Interactions in Complex Systems: Self-Coordination, Game-Theoretic Design Protocols, and Performance Reliability-Aided Decision Making (Q5326897) (← links)
- Optimal Control of Conditional Value-at-Risk in Continuous Time (Q5347544) (← links)
- Convergence Analysis of a Family of Robust Kalman Filters Based on the Contraction Principle (Q5370982) (← links)
- Risk-Aware Control (Q5383803) (← links)
- Robust ISI equalization for uncertain channels via minimax optimal filtering (Q5433549) (← links)
- Controlling a two-dimensional diffusion process at most until a fixed time (Q5746735) (← links)
- Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space (Q5880400) (← links)
- A dual control problem and application to marketing (Q5932027) (← links)
- Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy? (Q5940863) (← links)
- Existence of unmixed solutions of the discrete-time algebraic Riccati equation and a nonstrictly bounded real lemma (Q5941040) (← links)
- A different class of homing problems (Q5941044) (← links)
- Feedback competitive advertising strategies with a general objective function (Q5945071) (← links)
