Pages that link to "Item:Q2503513"
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The following pages link to A risk-sensitive control dual approach to a large deviations control problem (Q2503513):
Displaying 18 items.
- A lower bound for optimal risk in dual control problems (Q372265) (← links)
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
- A risk-sensitive stochastic control approach to an optimal investment problem with partial information (Q854287) (← links)
- Some results on risk-sensitive control with full observation (Q1381319) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- Asymptotics of robust utility maximization (Q2428048) (← links)
- An eigenvalue approach to the risk sensitive control problem in near monotone case (Q2430963) (← links)
- Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158) (← links)
- A new approach to estimation of the effectiveness of control decisions under conditions of risk in ACS's (Q2487722) (← links)
- Asymptotics of the probability of minimizing ‘down-side’ risk under partial information (Q3005367) (← links)
- ON PORTFOLIO CHOICE BY MAXIMIZING THE OUTPERFORMANCE PROBABILITY (Q3069961) (← links)
- A note on long-term optimal portfolios under drawdown constraints (Q5395355) (← links)
- Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
- Markov decision processes under risk sensitivity: a discount vanishing approach (Q6146387) (← links)
- Duality between large deviation control and risk-sensitive control for Markov decision processes (Q6161353) (← links)
- Risk-sensitivity vanishing limit for controlled Markov processes (Q6186677) (← links)
