Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a Quadratic Growth Assumption

Francesca Da Lio, William M. McEneaney. Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a Quadratic Growth Assumption. SIAM J. Control and Optimization, 40(5):1628-1661, 2002. [doi]

Abstract

Abstract is missing.