A risk-sensitive control dual approach to a large deviations control problem

Systems and Control Letters

Volumn 49, Issue 4, 2003, Pages 295-309

  Pham, Huyên ^a  

^a CNRS   (France)

Author keywords

Bellman equation; Controlled diffusion; Duality; Large deviations; Risk sensitive control

Indexed keywords

DYNAMIC PROGRAMMING; PROBABILITY; PROBLEM SOLVING; THEOREM PROVING;

BELLMAN EQUATION;

CONTROL SYSTEM ANALYSIS;

EID: 0038719701     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(03)00100-2     Document Type: Article

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