✦ LIBER ✦

Risk-sensitivity, large deviations and stochastic control

✍ Scribed by P. Whittle

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A risk-sensitive control dual approach t

✍ Huyên Pham 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 276 KB

Large deviations for stochastic flows an

✍ Fuqing Gao; Jiagang Ren 📂 Article 📅 2001 🏛 SP Science China Press 🌐 English ⚖ 760 KB

Asymptotic analysis of nonlinear stochas

✍ Matthew R. James 📂 Article 📅 1992 🏛 Springer 🌐 English ⚖ 867 KB

Reverse-time modeling, optimal control a

✍ Michael R. Frater; Rodney A. Kennedy; Brian D.O. Anderson 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 367 KB

Stochastic 2D Hydrodynamical Type System

✍ Igor Chueshov; Annie Millet 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 854 KB

Large Deviation Limit for Discrete-Time,

✍ P. Dai Pra 📂 Article 📅 1997 🏛 Springer 🌐 English ⚖ 149 KB