Min-Max Characterization of a Small Noise Limit on Risk-Sensitive Control
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012995279420
Reference16 articles.
1. Some properties of viscosity solutions of Hamilton-Jacobi equations
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