Pages that link to "Item:Q2277229"

The following pages link to A risk-sensitive maximum principle (Q2277229):

Displaying 21 items.

• Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368) (← links)
• Dissipativity and risk-sensitivity in control problems (Q650071) (← links)
• Finite-dimensional quasi-linear risk-sensitive control (Q673558) (← links)
• Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime (Q744384) (← links)
• Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces (Q878080) (← 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)
• Risk-sensitivity, large deviations and stochastic control (Q1330534) (← links)
• The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems (Q1913679) (← links)
• Maximum variation of total risk (Q1922253) (← links)
• Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
• Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion (Q2150660) (← links)
• Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)
• Maximum-loss, minimum-win and the Esscher pricing principle (Q3165702) (← links)
• Variational and optimal control representations of conditioned and driven processes (Q3302168) (← links)
• A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
• On the singular risk-sensitive stochastic maximum principle (Q5165299) (← links)
• Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost (Q5961572) (← links)
• Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
• A second-order necessary condition for risk-sensitive mean-field type control (Q6615095) (← links)
• Maximum principle for partially observed risk-sensitive optimal control problem of McKean-Vlasov FBSDEs involving impulse controls (Q6646282) (← links)