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Title: A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$
Award ID(s):
1715210
PAR ID:
10131766
Author(s) / Creator(s):
;
Date Published:
Journal Name:
SIAM Journal on Control and Optimization
Volume:
58
Issue:
1
ISSN:
0363-0129
Page Range / eLocation ID:
85 to 103
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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