Dupuis, Paul; Laschos, Vaios; Ramanan, Kavita Exit time risk-sensitive control for systems of cooperative agents. (English) Zbl 1422.93185 Math. Control Signals Syst. 31, No. 3, 279-332 (2019). MSC: 93E20 91B06 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Math. Control Signals Syst. 31, No. 3, 279--332 (2019; Zbl 1422.93185) Full Text: DOI arXiv
Boué, Michelle; Dupuis, Paul Risk-sensitive and robust escape control for degenerate diffusion processes. (English) Zbl 0979.93122 Math. Control Signals Syst. 14, No. 1, 62-85 (2001). Reviewer: M.Nisio (Osaka) MSC: 93E20 91A15 91A23 PDFBibTeX XMLCite \textit{M. Boué} and \textit{P. Dupuis}, Math. Control Signals Syst. 14, No. 1, 62--85 (2001; Zbl 0979.93122) Full Text: DOI
Dupuis, Paul; James, Matthew R.; Petersen, Ian Robust properties of risk-sensitive control. (English) Zbl 0971.93081 Math. Control Signals Syst. 13, No. 4, 318-332 (2000). Reviewer: M.Nisio (Osaka) MSC: 93E20 93B35 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Math. Control Signals Syst. 13, No. 4, 318--332 (2000; Zbl 0971.93081) Full Text: DOI