The following pages link to (Q3140691):
Displaying 28 items.
- A lower bound for optimal risk in dual control problems (Q372265) (← links)
- Portfolio risk minimization and differential games (Q425781) (← links)
- Nonequilibrium Markov processes conditioned on large deviations (Q496165) (← links)
- Dissipativity and risk-sensitivity in control problems (Q650071) (← links)
- Finite-dimensional quasi-linear risk-sensitive control (Q673558) (← links)
- Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces (Q878080) (← links)
- Robust/\(H_{\infty}\) filtering for nonlinear systems (Q1129116) (← links)
- Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games (Q1198562) (← links)
- A uniqueness result for the Isaacs equation corresponding to nonlinear \(H_\infty\) control (Q1276395) (← links)
- Nash equilibria of risk-sensitive nonlinear stochastic differential games (Q1289390) (← links)
- A variational representation for certain functionals of Brownian motion (Q1307458) (← links)
- On total risk aversion and differential games for controlled parabolic equations (Q1320649) (← links)
- Optimal control of a stochastic system with an exponential-of-integral performance criterion (Q1329780) (← links)
- Risk sensitive control of Markov processes in countable state space (Q1350178) (← links)
- Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential (Q1381574) (← links)
- Locally optimal risk-sensitive controllers for strict-feedback nonlinear systems (Q1586797) (← links)
- The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems (Q1913679) (← links)
- Robust designs through risk sensitivity: an overview (Q2070005) (← links)
- Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients (Q2245622) (← links)
- Average optimality for risk-sensitive control with general state space (Q2455059) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Optimal risk control under functionally restricted perturbation (Q2854202) (← links)
- Variational and optimal control representations of conditioned and driven processes (Q3302168) (← links)
- (Q3997540) (← links)
- (Q4538018) (← links)
- Risk-Sensitive Zero-Sum Differential Games (Q5223656) (← links)
- On terminating Markov decision processes with a risk-averse objective function (Q5947647) (← links)
- Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost (Q5961572) (← links)
