Πλοήγηση ανά Θέμα "Logarithmic transformation"

Αποτελέσματα 1-2 από 2

    • Conference Object  

      First passage risk-sensitive criterion for stochastic evolutions 

      Charalambous, Charalambos D.; Hibey, Joseph L. (1995)
      The purpose of this paper is to investigate in an infinite dimensional space, the first passage problem with a risk-sensitive performance criterion, and to illustrate the asymptotic behavior of the associated value function, ...
    • Conference Object  

      Risk-sensitive control, differential games, and limiting problems in infinite dimensions 

      Charalambous, Charalambos D.; Naidu, Subbaram; Moore, Kevin L. (IEEE, 1994)
      In this paper we present the solutions of the stochastic finite and infinite horizon risk-sensitive control problems in infinite dimensions, with μ, ε > 0, respectively, representing the risk-sensitivity and small noise ...