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Stochastic Processes and their Applications 2017 / 8

Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions

Arapostathis, Ari, Biswas, Anup
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Language:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2017.08.001
Date:
August, 2017
File:
PDF, 626 KB
english, 2017
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