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Max-Plus Stochastic Control and Risk-Sensitivity · Study

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ArticleMax-Plus Stochastic Control and Risk-Sensitivity

Wendell H. Fleming2010

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Articlegreen2010

Max-Plus Stochastic Control and Risk-Sensitivity

Wendell H. Fleming · Hidehiro Kaise

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

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Adaptive Dynamic Programming Control

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2005Controlled Markov Processes and Viscosity Solutions 1972The existence of value in differential games 1987Discontinuous solutions of deterministic optimal stopping time problems 2007Stochastic calculus for symmetric Markov processes 2004Max-Plus Stochastic Processes

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Year2010

Typearticle

Published2010-02-05

VenueApplied Mathematics & Optimization

ISSN-L0095-4616

Languageen

Citations20

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s00245-010-9097-6

openalex_workW2128134248

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