Small Parameter Limit for Ergodic, Discrete-Time, Partially Observed, Risk-Sensitive Control Problems

Francesca Albertini, Paolo Dai Pra, Chiara Prior. Small Parameter Limit for Ergodic, Discrete-Time, Partially Observed, Risk-Sensitive Control Problems. MCSS, 14(1):1-28, 2001. [doi]

Authors

Francesca Albertini

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Paolo Dai Pra

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Chiara Prior

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