A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$ (Q5208746)
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scientific article; zbMATH DE number 7149733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$ |
scientific article; zbMATH DE number 7149733 |
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A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$ (English)
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10 January 2020
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principal eigenvalue
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(Agmon) ground state
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semilinear PDE
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Donsker-Varadhan functional
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Collatz-Wielandt formula
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min-max formula
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