The following pages link to (Q3997540):
Displaying 50 items.
- Entropy-minimising and risk-sensitive control rules (Q1825815) (← links)
- Risk-sensitive filtering, prediction and smoothing for discrete-time singular systems (Q1858371) (← links)
- Risk-sensitive control and an optimal investment model. II. (Q1872384) (← links)
- Multiplicative ergodicity and large deviations for an irreducible Markov chain. (Q1879486) (← links)
- A homing problem for diffusion processes with control-dependent variance. (Q1879890) (← links)
- Stochastic bargaining models (Q1893315) (← links)
- The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems (Q1913679) (← links)
- An observational equivalence among \(H^{\infty}\)-control policies (Q1960375) (← links)
- Expected utility maximization of optimal stopping problems (Q1971994) (← links)
- A solution method for consumption decisions in a dynamic stochastic general equilibrium model (Q1978606) (← links)
- Imperfect credibility and robust monetary policy (Q1994581) (← links)
- Optimal control and simulation for enterprise financial risk in industry environment (Q2007345) (← links)
- Risk sensitive optimal stopping (Q2029782) (← links)
- In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories (Q2034820) (← links)
- Risk-theoretic optimal design of output-feedback controllers via iterative convex relaxations (Q2063800) (← links)
- Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria (Q2068807) (← links)
- Robust designs through risk sensitivity: an overview (Q2070005) (← links)
- Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space (Q2148915) (← links)
- A stochastic model for computer virus propagation (Q2197186) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- Convexification for data fitting (Q2269588) (← links)
- A risk-sensitive maximum principle (Q2277229) (← links)
- Optimal stochastic regulators with state-dependent weights (Q2278529) (← links)
- Risk-sensitive mean field games via the stochastic maximum principle (Q2292119) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Zero-sum stochastic differential games with risk-sensitive cost (Q2301679) (← links)
- Stochastic bequest games (Q2343400) (← links)
- A note on risk-sensitive control of invariant models (Q2382591) (← links)
- Asymptotics of robust utility maximization (Q2428048) (← links)
- Partially observed nonlinear risk-sensitive optimal stopping control for nonlinear discrete-time systems (Q2433417) (← links)
- Zero-sum risk-sensitive stochastic games on a countable state space (Q2434509) (← links)
- Generalised risk-sensitive control with full and partial state observation (Q2434781) (← links)
- Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158) (← links)
- Risk-averse insider trading in multi-asset sequential auction markets (Q2440428) (← links)
- Average optimality for risk-sensitive control with general state space (Q2455059) (← links)
- Recursive robust estimation and control without commitment (Q2455651) (← links)
- Decentralized risk-sensitive controller design for strict-feedback systems (Q2503556) (← links)
- Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems (Q2503609) (← links)
- Risk-sensitive probability for Markov chains (Q2504548) (← links)
- On the worst-case disturbance of minimax optimal control (Q2576089) (← links)
- Robust estimation and control under commitment (Q2577526) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Risk-sensitive semi-Markov decision problems with discounted cost and general utilities (Q2667624) (← links)
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs (Q2673514) (← links)
- On the inverse LQG homing problem (Q2676594) (← links)
- Indefinite risk-sensitive control (Q2681175) (← links)
- Risk-sensitive control and an optimal investment model. (Q2707143) (← links)
- The control of large deviations in oscillatory systems with small random perturbations (Q2761356) (← links)
