Seminar at SMU Delhi
April 24, 2013 (Wednesday) ,
3:30 PM at Webinar
Speaker:
Vivek Borkar,
IIT Bombay
Title:
Risk-sensitive control and the Donsker-Varadhan functional
Abstract of Talk
This talk will point out some connections between risk-sensitive control, an abstract Collatz-Weilandt formula and the Donsker-Varadhan formula for the principal eigenvalue of an elliptic operator on a compact domain.