Singular Perturbations in Risk-Sensitive Stochastic Control

SIAM Journal on Control and Optimization ◽

10.1137/090750081 ◽

2010 ◽

Vol 48 (6) ◽

pp. 3675-3697 ◽

Cited By ~ 5

Author(s):

V. S. Borkar ◽

K. Suresh Kumar

Keyword(s):

Stochastic Control ◽

Singular Perturbations ◽

Risk Sensitive

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Singular Perturbations in Stochastic Control

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)61192-3 ◽

1984 ◽

Vol 17 (2) ◽

pp. 1525-1530

Author(s):

A. Bensoussan ◽

G.L. Blankenship

Keyword(s):

Stochastic Control ◽

Singular Perturbations

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Risk-Sensitive Stochastic Control

Encyclopedia of Systems and Control ◽

10.1007/978-1-4471-5102-9_233-2 ◽

2019 ◽

pp. 1-7

Author(s):

Hideo Nagai

Keyword(s):

Stochastic Control ◽

Risk Sensitive

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Risk-Sensitive Stochastic Control

Encyclopedia of Systems and Control ◽

10.1007/978-1-4471-5058-9_233 ◽

2015 ◽

pp. 1156-1162

Author(s):

Hideo Nagai

Keyword(s):

Stochastic Control ◽

Risk Sensitive

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A risk-sensitive stochastic control approach to an optimal investment problem with partial information

Finance and Stochastics ◽

10.1007/s00780-006-0010-8 ◽

2006 ◽

Vol 10 (3) ◽

pp. 395-426 ◽

Cited By ~ 12

Author(s):

Hiroaki Hata ◽

Yasunari Iida

Keyword(s):

Stochastic Control ◽

Partial Information ◽

Optimal Investment ◽

Control Approach ◽

Investment Problem ◽

Risk Sensitive ◽

Optimal Investment Problem

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On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application

Evolution Equations and Control Theory ◽

10.3934/eect.2020035 ◽

2020 ◽

Vol 9 (3) ◽

pp. 817-843

Author(s):

Adel Chala ◽

◽

Dahbia Hafayed

Keyword(s):

Maximum Principle ◽

Stochastic Control ◽

Mean Field ◽

Stochastic Maximum Principle ◽

Field Type ◽

Risk Sensitive ◽

Fully Coupled

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Risk sensitive stochastic control and differential games

Communications in Information and Systems ◽

10.4310/cis.2006.v6.n3.a1 ◽

2006 ◽

Vol 6 (3) ◽

pp. 161-177 ◽

Cited By ~ 7

Author(s):

Wendell H. Fleming

Keyword(s):

Differential Games ◽

Stochastic Control ◽

Risk Sensitive

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Singular perturbations for stochastic control

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0043785 ◽

2006 ◽

pp. 196-205

Author(s):

H. J. Kushner

Keyword(s):

Stochastic Control ◽

Singular Perturbations

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Cooperative Transportation Robot System Using Risk-Sensitive Stochastic Control

10.1109/iros51168.2021.9636238 ◽

2021 ◽

Author(s):

Shinya Yasuda ◽

Taichi Kumagai ◽

Hiroshi Yoshida

Keyword(s):

Stochastic Control ◽

Robot System ◽

Risk Sensitive ◽

Cooperative Transportation

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

Applied Mathematics & Optimization ◽

10.1007/s00245-010-9106-9 ◽

2010 ◽

Vol 62 (3) ◽

pp. 341-380 ◽

Cited By ~ 14

Author(s):

Hiroaki Hata ◽

Jun Sekine

Keyword(s):

Control Problem ◽

Stochastic Control ◽

Explicit Solution ◽

Stochastic Control Problem ◽

Risk Sensitive

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Risk-Sensitive Stochastic Control

Encyclopedia of Systems and Control ◽

10.1007/978-3-030-44184-5_233 ◽

2021 ◽

pp. 1879-1885

Author(s):

Hideo Nagai

Keyword(s):

Stochastic Control ◽

Risk Sensitive

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