Michelle Boué, Paul Dupuis. Risk-Sensitive and Robust Escape Control for Degenerate Diffusion Processes. MCSS, 14(1):62-85, 2001. [doi]
@article{BoueD01,
title = {Risk-Sensitive and Robust Escape Control for Degenerate Diffusion Processes},
author = {Michelle Boué and Paul Dupuis},
year = {2001},
doi = {10.1007/PL00009877},
url = {http://dx.doi.org/10.1007/PL00009877},
researchr = {https://researchr.org/publication/BoueD01},
cites = {0},
citedby = {0},
journal = {MCSS},
volume = {14},
number = {1},
pages = {62-85},
}