Risk-Sensitive and Robust Escape Criteria

DOI10.1137/S0363012995281626zbMath0889.35014OpenAlexW1968699588MaRDI QIDQ4377417

Paul Dupuis, William M. McEneaney

Publication date: 9 February 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012995281626

zbMATH Keywords

robust controllarge deviationsexit time control

Mathematics Subject Classification ID

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