مرکز منطقه ای اطلاع رساني علوم و فناوري - A risk-sensitive control dual approach to a large deviations control problem

Title of article :

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

Author/Authors :

Huyên Pham، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2003

Pages :

From page :

295

To page :

309

Keywords :

Large deviations , Controlled di8usion , Risk-sensitive control , Bellman equation , Duality

Journal title :

Systems and Control Letters

Serial Year :

2003

Journal title :

Systems and Control Letters

Record number :

142074

Link To Document :