Browsing by Subject "Robust control theory"

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    • 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, ...