caa a22 4500 445842032 CHVBK 20180317145347.0 cr unu---uuuuu 170323e20110801xx s 000 0 eng 10.1007/s00245-010-9127-4 doi (NATIONALLICENCE)springer-10.1007/s00245-010-9127-4 Biswas Anup TIFR Centre for Applicable Mathematics, Sharadanagar, Post Bag No. 6503, 560065, Bangalore, India aut Risk Sensitive Control of Diffusions with Small Running Cost [Elektronische Daten] [Anup Biswas] Infinite horizon risk-sensitive control of diffusions is analyzed under a stability condition coupled with a bound on the running cost. It is shown that the corresponding Hamilton-Jacobi-Bellman equation has a solution (w(⋅),λ ∗) where the scalar λ ∗ is in fact the optimal cost. This also leads to an existence result for optimal controls. Springer Science+Business Media, LLC, 2010 Controlled diffusions nationallicence Risk-sensitive control nationallicence Optimal control nationallicence Small risk condition nationallicence Minorization condition nationallicence Applied Mathematics & Optimization Springer-Verlag 64/1(2011-08-01), 1-12 0095-4616 64:1<1 2011 64 245 https://doi.org/10.1007/s00245-010-9127-4 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s00245-010-9127-4 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Biswas Anup TIFR Centre for Applicable Mathematics, Sharadanagar, Post Bag No. 6503, 560065, Bangalore, India aut NATIONALLICENCE 773 0- Applied Mathematics & Optimization Springer-Verlag 64/1(2011-08-01), 1-12 0095-4616 64:1<1 2011 64 245 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer