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"A Variational Characterization of the Risk-Sensitive Average Reward for ..."
Ari Arapostathis et al. (2020)
- Ari Arapostathis
, Anup Biswas
, Vivek S. Borkar, K. Suresh Kumar:
A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on ℝd. SIAM J. Control. Optim. 58(6): 3785-3813 (2020)
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