Some results and problems in risk sensitive stochastic control
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Publication:1375890
zbMath0891.93086MaRDI QIDQ1375890
Publication date: 21 January 1998
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
surveydifferential gamesoptimal stochastic controlpartial state informationcontrolled Markov processesrisk sensitive cost
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Spectral theory and limit theorems for geometrically ergodic Markov processes ⋮ Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions
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