Risk-sensitivity, large deviations and stochastic control

European Journal of Operational Research ◽

10.1016/0377-2217(94)90266-6 ◽

1994 ◽

Vol 73 (2) ◽

pp. 295-303 ◽

Author(s):

P. Whittle

Keyword(s):

Large Deviations ◽

Stochastic Control ◽

Risk Sensitivity

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Stochastic control and large deviations

Lecture Notes in Computer Science - Future Tendencies in Computer Science, Control and Applied Mathematics ◽

10.1007/3-540-56320-2_66 ◽

2007 ◽

pp. 291-300 ◽

Author(s):

Wendell H. Fleming

Keyword(s):

Large Deviations ◽

Stochastic Control

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A New Stochastic Control Paradigm Employing Large Deviations Theory

AIAA Scitech 2019 Forum ◽

10.2514/6.2019-2335 ◽

2019 ◽

Author(s):

Matthias Schmid ◽

John L. Crassidis

Keyword(s):

Large Deviations ◽

Stochastic Control ◽

Large Deviations Theory ◽

Control Paradigm

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Max-Plus Stochastic Control and Risk-Sensitivity

Applied Mathematics & Optimization ◽

10.1007/s00245-010-9097-6 ◽

2010 ◽

Vol 62 (1) ◽

pp. 81-144 ◽

Author(s):

Wendell H. Fleming ◽

Hidehiro Kaise ◽

Shuenn-Jyi Sheu

Keyword(s):

Stochastic Control ◽

Risk Sensitivity

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A stochastic control approach to some large deviations problems

Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic Programming ◽

10.1007/bfb0074780 ◽

1985 ◽

pp. 52-66 ◽

Author(s):

Wendell H. Fleming

Keyword(s):

Large Deviations ◽

Stochastic Control ◽

Control Approach

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Large Deviations for Diffusions Depending on Small Parameters: A Stochastic Control Method.

10.21236/ada055652 ◽

1978 ◽

Author(s):

Wendell H. Fleming

Keyword(s):

Large Deviations ◽

Stochastic Control ◽

Control Method ◽

Small Parameters

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Risk sensitivity in the aggressive display of Betta splendens

PsycEXTRA Dataset ◽

10.1037/e585222007-001 ◽

2006 ◽

Author(s):

Jenni Brinegar ◽

Baine Craft

Keyword(s):

Betta Splendens ◽

Aggressive Display ◽

Risk Sensitivity

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Dynamic Programming and Stochastic Control

10.1016/s0076-5392(08)x6050-3 ◽

1976 ◽

Keyword(s):

Dynamic Programming ◽

Stochastic Control

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Nonlinear Compensation and Stochastic Control

10.23919/acc.1988.4790005 ◽

1988 ◽

Author(s):

M.J. Grimble

Keyword(s):

Stochastic Control ◽

Nonlinear Compensation

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Decoupling Non-Sequential Stochastic Control Problems

1991 American Control Conference ◽

10.23919/acc.1991.4791883 ◽

1991 ◽

Author(s):

Mark S. Andersland

Keyword(s):

Stochastic Control ◽

Control Problems ◽

Stochastic Control Problems

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Stochastic control over finite capacity channels: Causality and feedback

2009 European Control Conference (ECC) ◽

10.23919/ecc.2009.7074379 ◽

2009 ◽

Author(s):

Charalambos D. Charalambous ◽

Christos K. Kourtellaris ◽

Photios Stavrou

Keyword(s):

Stochastic Control ◽

Finite Capacity

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