Robust risk‐sensitive control
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Publication:6193183
DOI10.1002/rnc.6655OpenAlexW4322743205MaRDI QIDQ6193183
Moyu Zhang, Bujar Gashi, Haochen Hua
Publication date: 13 February 2024
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/rnc.6655
(H^infty)-control (93B36) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Portfolio theory (91G10)
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