A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$

Document Details

Document Type
Pub Defense Publication
Publication Date
Jan 01, 2020
Source ID
10.1137/18m1218704

Entities

People

  • Anup Biswas
  • Aristotle Arapostathis

Organizations

  • Army Research Office
  • Inspire Foundation
  • National Science Foundation
  • Office of Naval Research
  • Science and Engineering Research Board