Title of article

A risk-sensitive control dual approach to a large deviations control problem

Author/Authors

Huyên Pham، نويسنده ,

Issue Information

ماهنامه با شماره پیاپی سال 2003

Pages

15

From page

295

To page

309

Keywords

Large deviations , Controlled di8usion , Risk-sensitive control , Bellman equation , Duality

Journal title

Systems and Control Letters

Serial Year

2003

Journal title

Systems and Control Letters

Record number

142074