Risk sensitive stochastic control and differential games
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Publication:2474728
DOI10.4310/CIS.2006.v6.n3.a1zbMath1132.93049MaRDI QIDQ2474728
Publication date: 6 March 2008
Published in: Communications in Information and Systems (Search for Journal in Brave)
Continuous-time Markov processes on general state spaces (60J25) Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Optimal stochastic control (93E20)
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