Explicit Solution to a Certain Non-ELQG Risk-sensitive Stochastic Control Problem

✍ Scribed by Hiroaki Hata; Jun Sekine

• Book ID: 105936928
• Publisher: Springer
• Year: 2010
• Tongue: English
• Weight: 836 KB
• Volume: 62
• Category: Article
• ISSN: 0095-4616
• DOI: 10.1007/s00245-010-9106-9