Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem
書誌事項
- タイトル
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem
- 著者
- Hiroaki Hata, Jun Sekine
- 公開日
- 2010
- 資源種別
- journal article
収録刊行物
-
- Applied Mathematics and Optimizations
-
Applied Mathematics and Optimizations 62(3) 341-380, 2010