✦ LIBER ✦

Total risk aversion, stochastic optimal control, and differential games

✍ Scribed by E. N. Barron; R. Jensen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymptotic analysis of nonlinear stochas

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

Duality for differential games and optim

✍ Otomar Hájek 📂 Article 📅 1974 🏛 Springer 🌐 English ⚖ 421 KB

Robust stochastic dominance and its appl

✍ Darinka Dentcheva; Andrzej Ruszczyński 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 215 KB

Equivalences between differential games

✍ E. E. M. Rechtschaffen 📂 Article 📅 1976 🏛 Springer 🌐 English ⚖ 355 KB

Risk-sensitive control and differential

✍ Andrzej Świȩch 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 121 KB

Linear−quadratic optimal control and non

✍ Zhiyong Yu 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 213 KB