Tail-constraining stochastic linear–quadratic control: a large deviation and statistical physics approach
-
Published:2012-08-10
Issue:08
Volume:2012
Page:P08007
-
ISSN:1742-5468
-
Container-title:Journal of Statistical Mechanics: Theory and Experiment
-
language:
-
Short-container-title:J. Stat. Mech.
Author:
Chertkov Michael,Kolokolov Igor,Lebedev Vladimir
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Statistical and Nonlinear Physics