The following pages link to (Q3997540):
Displaying 50 items.
- Induced uncertainty, market price of risk, and the dynamics of consumption and wealth (Q281331) (← links)
- Decentralized risk-sensitive design for large-scale stochastic interconnected systems with time-varying delays (Q285762) (← links)
- Four proofs of Gittins' multiarmed bandit theorem (Q333080) (← links)
- Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control (Q361011) (← links)
- Discounting axioms imply risk neutrality (Q378764) (← links)
- Risk-sensitive fixed-point smoothing estimation for linear discrete-time systems with multiple output delays (Q394440) (← links)
- Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models (Q402090) (← links)
- Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae (Q424504) (← links)
- Small noise methods for risk-sensitive/robust economies (Q433357) (← links)
- Robust detection and estimation in dynamic systems and statistical signal processing: intersections, parallel paths and applications (Q468325) (← links)
- Examining macroeconomic models through the lens of asset pricing (Q472750) (← links)
- Risk-sensitive control and an abstract Collatz-Wielandt formula (Q501823) (← links)
- Robust hidden Markov LQG problems (Q602973) (← links)
- Finite- dimensional optimal controllers for nonlinear plants (Q672314) (← links)
- Finite-dimensional quasi-linear risk-sensitive control (Q673558) (← links)
- Risk sensitive and LEG filtering problems are not equivalent (Q709275) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime (Q744384) (← links)
- Existence of solutions of a Riccati differential system from a general cumulant control problem (Q762929) (← links)
- Robust control with commitment: a modification to Hansen-Sargent (Q844702) (← links)
- A risk-sensitive stochastic control approach to an optimal investment problem with partial information (Q854287) (← links)
- On the relation between robust and Bayesian decision making (Q953704) (← links)
- Note on optimization of individual psychotherapeutic processes (Q972245) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space (Q1015761) (← links)
- Risk-sensitive control for a class of homing problems (Q1049126) (← links)
- Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games (Q1198562) (← links)
- Using a geometric Brownian motion to control a Brownian motion and vice versa (Q1275935) (← links)
- Nash equilibria of risk-sensitive nonlinear stochastic differential games (Q1289390) (← links)
- A variational representation for certain functionals of Brownian motion (Q1307458) (← links)
- Optimal control of a stochastic system with an exponential-of-integral performance criterion (Q1329780) (← links)
- Risk-sensitivity, large deviations and stochastic control (Q1330534) (← links)
- Stochastic and robust control of nonlinear economic systems (Q1330535) (← links)
- Measuring dynamic efficiency under risk aversion (Q1330548) (← links)
- Risk sensitive control of Markov processes in countable state space (Q1350178) (← links)
- Cost smoothing in discrete-time linear-quadratic control (Q1356155) (← links)
- Connections between stochastic control and dynamic games (Q1356624) (← links)
- Some results on risk-sensitive control with full observation (Q1381319) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
- Locally optimal risk-sensitive controllers for strict-feedback nonlinear systems (Q1586797) (← links)
- Differential geometric condition for feedback complete linearization of stochastic nonlinear system (Q1592906) (← links)
- Robust output feedback stabilization via risk-sensitive control (Q1614323) (← links)
- Book review of: L. P. Hansen and T. J. Sargent, Robustness (Q1626945) (← links)
- Robust measurement of (heavy-tailed) risks: theory and implementation (Q1657439) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- Stochastic optimal growth model with risk sensitive preferences (Q1693187) (← links)
- Risk-averse model predictive control (Q1737648) (← links)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
- Approximate models and robust decisions (Q1790356) (← links)
- Rejoinder: Approximate models and robust decisions (Q1790364) (← links)
