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Remarks on Risk-Sensitive Control Problems
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Remarks on Risk-Sensitive Control Problems (2005)Remarks on Risk-Sensitive Control ProblemsRisk-Sensitive Control on an Infinite Time Horizon (1995)Risk-Sensitive Control on an …Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (2017)Infinite horizon risk-sensiti…Zero-sum risk-sensitive stochastic games on a countable state space (2013)Zero-sum risk-sensitive stoch…Risk-Sensitive Control of Pure Jump Process on Countable Space with Near Monotone Cost (2013)Risk-Sensitive Control of Pur…Risk-Sensitive Control with Near Monotone Cost (2009)Risk-Sensitive Control with N…Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems (1970)BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations (2003)ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS (1981)Risk-Sensitive Dynamic Asset Management (1999)Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control (1970)Stochastic Integration and Differential Equations (2005)Ergodic Control of Diffusion Processes (2011)Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (2015)Controlled Diffusion Processes (1980)Brownian Motion and Stochastic Calculus (1988)Connections between stochastic control and dynamic games (1996)Stochastic Analysis, Control, Optimization and Applications (1999)Brownian Motion and Stochastic Calculus (2007)Statistics of Random Processes (2001)Strong solutions of stochastic equations with singular time dependent drift (2004)
this work references cited by second hop

References

  • 1995Risk-Sensitive Control on an Infinite Time Horizon301 cited

Cited by

  • 2013Zero-sum risk-sensitive stochastic games on a countable state space36 cited
  • 2013Risk-Sensitive Control of Pure Jump Process on Countable Space with Near Monotone Cost35 cited
  • 2009Risk-Sensitive Control with Near Monotone Cost30 cited
  • 2017Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions28 cited

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