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ChapterRisk sensitive optimal control and differential games

Wendell H. Fleming2007

Chapter2007

Risk sensitive optimal control and differential games

Wendell H. Fleming · William M. McEneaney

115 citations·0/0 files stored·Springer eBooks

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Stochastic processes and financial applications Game Theory and Applications Adaptive Dynamic Programming Control

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2005Controlled Markov Processes and Viscosity Solutions

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1999Nash Equilibria of Risk-Sensitive Nonlinear Stochastic Differential Games 1995Optimal Investment Models and Risk Sensitive Stochastic Control 1995A Finite-Dimensional Risk-Sensitive Control Problem 2006Risk sensitive stochastic control and differential games 1995Risk-Sensitive Production Planning of Stochastic Manufacturing Systems: A Singular Perturbation Approach 2001Risk-Sensitive Dynamic Asset Management with Partial Information

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Year2007

Typechapter

Published2007-12-04

VenueSpringer eBooks

Languageen

Citations115

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0113240

openalex_workW180500973

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