| Risk-sensitive control of reflected diffusion processes on orthrant (PAFA) |
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Volume 2
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Number 3
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pp. 477-510
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| Risk-sensitive control of reflected diffusion processes on orthrant |
| Kumar Gauttam, K. Suresh Kumar and Chandan Pal |
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| Key words |
Mathematices Subject Classification |
| Risk sensitive control, discounted risk-sensitive control, diffusion in the orthrant |
Primary 93E20; secondary 60J70
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| Copyright© 2017 Yokohama Publishers |
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