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ArticleRemarks on Risk-Sensitive Control Problems

J. L. Menaldi2005

Article2005

Remarks on Risk-Sensitive Control Problems

J. L. Menaldi · Maurice Robin

36 citations·0/0 files stored·Applied Mathematics & Optimization

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Stochastic processes and financial applications Probability and Risk Models Adaptive Dynamic Programming Control

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1995Risk-Sensitive Control on an Infinite Time Horizon

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2013Risk-Sensitive Control of Pure Jump Process on Countable Space with Near Monotone Cost 2009Risk-Sensitive Control with Near Monotone Cost 2017Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions

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Year2005

Typearticle

Published2005-10-01

VenueApplied Mathematics & Optimization

ISSN-L0095-4616

Languageen

Citations36

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s00245-005-0829-y

openalex_workW2011434447

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