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Risk-sensitive control for a class of nonlinear systems with multiplicative noise - MaRDI portal

Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158)

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Risk-sensitive control for a class of nonlinear systems with multiplicative noise
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    Risk-sensitive control for a class of nonlinear systems with multiplicative noise (English)
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    7 March 2014
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    risk-sensitive control
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    nonlinear systems
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    bond pricing
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    optimal investment
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