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.

1. J. A. Ball and J. W. Helton, pp416-01 control for nonlinear plants: Connections with differential games,Proceedings of the 28th IEEE Conference on Decision and Control, Tampa, FL, 1989, pp. 956–962.

2. G. Barles and B. Perthame, Discontinuous solutions of deterministic optimal stopping time problems,Math. Model. Numer. Anal.,21 (1987), 557–579.

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.

5. J. C. Doyle, K. Glover, P. P. Khargonekar, and B. A. Francis, State-space solutions to standardH 2 andH ∞ control problems,IEEE Trans. Automat. Control,34 (1989), 831–847.

Cited by 89 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Asymptotic Expansion and Weak Approximation for a Stochastic Control Problem on Path Space;Entropy;2024-01-29

2. RS Stochastic Optimal Control With Gravity Compensation Applied to an Actuated Robot;2022 International Conference on Mechatronics, Electronics and Automotive Engineering (ICMEAE);2022-12-05

3. Risk-sensitive control for a class of diffusions with jumps;The Annals of Applied Probability;2022-12-01

4. Climate Change Uncertainty Spillover in the Macroeconomy;NBER Macroeconomics Annual;2022-05-01

5. Structured ambiguity and model misspecification;Journal of Economic Theory;2022-01

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3