Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games (Q1198562)
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scientific article; zbMATH DE number 90030
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games |
scientific article; zbMATH DE number 90030 |
Statements
Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games (English)
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16 January 1993
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risk-sensitivity
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risk-sensitive optimal control problem
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stochastic differential game
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