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"A Variational Formula for Risk-Sensitive Control of Diffusions in ..."

Ari Arapostathis, Anup Biswas (2020)

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DOI: 10.1137/18M1218704

access: closed

type: Journal Article

metadata version: 2020-07-09

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Ari Arapostathis, Anup Biswas:
A Variational Formula for Risk-Sensitive Control of Diffusions in ℝ^d. SIAM J. Control. Optim. 58(1): 85-103 (2020)

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