Multiple objective risk-sensitive control and stochastic differential games

2003 ◽  
Author(s):  
A.E.B. Lim ◽  
X.Y. Zhou ◽  
J.B. Moore
Keyword(s):  
Differential Games ◽  
Stochastic Differential Games ◽  
Multiple Objective ◽  
Risk Sensitive ◽  
Objective Risk ◽  
Risk Sensitive Control

Multiple-objective risk-sensitive control and its small noise limit

Automatica ◽  
2003 ◽  
Vol 39 (3) ◽  
pp. 533-541 ◽  
Author(s):  
Andrew E.B. Lim ◽  
Xun Yu Zhou ◽  
John B. Moore
Keyword(s):  
Multiple Objective ◽  
Small Noise ◽  
Risk Sensitive ◽  
Objective Risk ◽  
Risk Sensitive Control ◽  
Noise Limit
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