Subject
Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering
Reference36 articles.
1. Stochastic Controls: Hamiltonian Systems and HJB Equations;Yong,1999
2. Optimal stochastic linear systems with exponential criteria and their relation to deterministic differential games;Jacobson;IEEE Trans. Automat. Control,1973
3. Random differential equations in control theory;Wonham,1970
4. The dynamic linear expoential Gaussian team problem;Kraniak;IEEE Trans. Automat. Control,1982
5. On the optimal control of stochastic systems with an exponential-of-integral performance index;Kumar;J. Math. Anal. Appl.,1981
Cited by
17 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. Optimal Investment in a Market with Borrowing, Unbounded Random Coefficients, and a Random Time-Horizon;2024 UKACC 14th International Conference on Control (CONTROL);2024-04-10
2. Indefinite Risk-Sensitive Control for a Class of Nonlinear Systems;2023 9th International Conference on Control, Decision and Information Technologies (CoDIT);2023-07-03
3. Optimal Investment in a Market with Borrowing and a Combined Interest Rate Model;2023 9th International Conference on Control, Decision and Information Technologies (CoDIT);2023-07-03
4. Optimal investment in a market with borrowing, unbounded random coefficients, and a combined interest rate model;2023 European Control Conference (ECC);2023-06-13
5. Robust risk‐sensitive control;International Journal of Robust and Nonlinear Control;2023-02-28