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Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior - MaRDI portal

Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior (Q6159013)

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scientific article; zbMATH DE number 7691004
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English
Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior
scientific article; zbMATH DE number 7691004

    Statements

    title
    Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior (English)
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    author
    Q6159012
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    publication date
    1 June 2023
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    zbMATH Keywords
    stochastic control
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    risk-sensitive
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    linear-quadratic-exponential problem
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    linear-quadratic Gaussian (LQG)
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    cites work
    Q3910361
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    Q4765643
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    Q3159223
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    Q4522393
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    Q5814121
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    Q4714154
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    Q4549696
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    Q4255599
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    Identifiers

    Mathematics Subject Classification ID
    49N10
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    35B40
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    49J15
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    49L20
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    60H30
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    93E15
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    93E20
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    zbMATH DE Number
    7691004
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    OpenAlex ID
    W4377988331
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    DOI
    10.1137/21M1459253
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