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
9
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