Some results on risk-sensitive control with full observation

Applied Mathematics and Optimization

Volumn 37, Issue 1, 1998, Pages 1-41

  Bensoussan, A ^a   Frehse, J ^b   Nagai, H ^c  

^a CNES   (France)

^b UNIVERSITY OF BONN   (Germany)

^c OSAKA UNIVERSITY   (Japan)

Author keywords

Bellman equation; Differential game; Risk sensitive control; Small noise limit

Indexed keywords

DIFFERENTIAL EQUATIONS; GAME THEORY; PROBLEM SOLVING;

BELLMAN EQUATION; DIFFERENTIAL GAME; QUASILINEAR PARABOLIC EQUATION; RISK SENSITIVE CONTROL;

STOCHASTIC CONTROL SYSTEMS;

EID: 0031696789     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s002459900067     Document Type: Article

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