Connections between stochastic control and dynamic games

Mathematics of Control, Signals, and Systems

Volumn 9, Issue 4, 1996, Pages 303-326

  Dai Pra, Paolo ^a  

^a UNIVERSITY OF PADOVA   (Italy)

Author keywords

Free energy; Legendre type transformations; Relative entropy; Risk sensitive stochastic control; Stochastic dynamic games

Indexed keywords

DISCRETE TIME CONTROL SYSTEMS; FUNCTIONS; GAME THEORY; MATHEMATICAL TRANSFORMATIONS; SENSITIVITY ANALYSIS;

LEGENDRE-TYPE TRANSFORMATIONS; STOCHASTIC DYNAMIC GAMES;

STOCHASTIC CONTROL SYSTEMS;

EID: 0030374474     PISSN: 09324194     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01211853     Document Type: Article

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