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"Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a ..."

Francesca Da Lio, William M. McEneaney (2002)

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DOI: 10.1137/S0363012998345159

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - journals/siamco/LioM02
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  - https://dblp.org/rec/journals/siamco/LioM02
Francesca Da Lio, William M. McEneaney:
Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a Quadratic Growth Assumption. SIAM J. Control. Optim. 40(5): 1628-1661 (2002)

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