An infinite horizon risk sensitive stochastic control problem

被引：0

作者：

Fleming, WH ^{[1
]}

Sheu, SJ ^{[1
]}

机构：

[1] Brown Univ, Div Appl Math, Providence, RI 02912 USA

来源：

OPTIMAL CONTROL AND PARTIAL DIFFERENTIAL EQUATIONS: IN HONOR OF PROFESSOR ALAIN BENSOUSSAN'S 60TH BIRTHDAY | 2001年

关键词：

D O I：

暂无

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：521 / 529

页数：9

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