Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games

Author:

James Matthew R.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization,Signal Processing,Control and Systems Engineering

Reference24 articles.

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3. M. G. Crandall, L. C. Evans, and P. L. Lions, Some properties of viscosity solutions of Hamilton-Jacobi equations,Trans. Amer. Math. Soc.,282 (1984), 487–502.

4. M. G. Crandall, H. Ishii, and P. L. Lions,User's Guide to Viscosity Solutions of Second-Order Partial Differential Equations, CEREMADE Report No. 9039, 1990.

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