مرکز منطقه ای اطلاع رساني علوم و فناوري

Title of article :

A New Risk-Sensitive Maximum Principle

Author/Authors :

A. E. B. Lim and X. Y. Zhou، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

958

To page :

966

Keywords :

risk-sensitive control. , Adjoint equations , backward stochastic differentialequations , Logarithmic transformation , Maximum principle

Journal title :

IEEE Transactions on Automatic Control

Serial Year :

2005

Journal title :

IEEE Transactions on Automatic Control

Record number :

386720

Link To Document :