{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,4,11]],"date-time":"2025-04-11T05:10:32Z","timestamp":1744348232668},"reference-count":17,"publisher":"Elsevier BV","issue":"3","license":[{"start":{"date-parts":[[2003,3,1]],"date-time":"2003-03-01T00:00:00Z","timestamp":1046476800000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Automatica"],"published-print":{"date-parts":[[2003,3]]},"DOI":"10.1016\/s0005-1098(02)00270-4","type":"journal-article","created":{"date-parts":[[2003,2,4]],"date-time":"2003-02-04T14:54:18Z","timestamp":1044370458000},"page":"533-541","source":"Crossref","is-referenced-by-count":11,"title":["Multiple-objective risk-sensitive control and its small noise limit"],"prefix":"10.1016","volume":"39","author":[{"given":"Andrew E.B.","family":"Lim","sequence":"first","affiliation":[]},{"given":"Xun Yu","family":"Zhou","sequence":"additional","affiliation":[]},{"given":"John B.","family":"Moore","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/S0005-1098(02)00270-4_BIB1","doi-asserted-by":"crossref","first-page":"1133","DOI":"10.1137\/0326063","article-title":"Exit time problems in optimal control and vanishing viscosity solutions of Hamilton\u2013Jacobi equations","volume":"26","author":"Barles","year":"1988","journal-title":"SIAM Journal on Control and Optimization"},{"year":"1995","series-title":"H\u221e\u2014optimal control and related minimax design problems: A dynamic game approach","author":"Ba\u015far","key":"10.1016\/S0005-1098(02)00270-4_BIB2"},{"year":"1983","series-title":"Multiobjective decision making: Theory and methodology","author":"Chankong","key":"10.1016\/S0005-1098(02)00270-4_BIB3"},{"key":"10.1016\/S0005-1098(02)00270-4_BIB4","doi-asserted-by":"crossref","first-page":"1685","DOI":"10.1137\/S0363012996310478","article-title":"Stochastic linear quadratic regulators with indefinite control weight costs","volume":"36","author":"Chen","year":"1998","journal-title":"SIAM Journal on Control and Optimization"},{"key":"10.1016\/S0005-1098(02)00270-4_BIB5","doi-asserted-by":"crossref","first-page":"487","DOI":"10.1090\/S0002-9947-1984-0732102-X","article-title":"Some properties of viscosity solutions of Hamilton\u2013Jacobi equations","volume":"282","author":"Crandall","year":"1984","journal-title":"Transactions of the American Mathematical Society"},{"key":"10.1016\/S0005-1098(02)00270-4_BIB6","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1090\/S0002-9947-1983-0690039-8","article-title":"Viscosity solutions of Hamilton\u2013Jacobi equations","volume":"277","author":"Crandall","year":"1983","journal-title":"Transactions of the American Mathematical Society"},{"key":"10.1016\/S0005-1098(02)00270-4_BIB7","unstructured":"Elliott, R. J., & Kalton, N. J. (1972). The existence of value in differential games, Memoirs of the American Mathematical Society, No. 126."},{"key":"10.1016\/S0005-1098(02)00270-4_BIB8","doi-asserted-by":"crossref","first-page":"773","DOI":"10.1512\/iumj.1984.33.33040","article-title":"Differential games and representation formulas for solutions of Hamilton\u2013Jacobi\u2013Isaacs equations","volume":"33","author":"Evans","year":"1984","journal-title":"Indiana University Mathematics Journal"},{"key":"10.1016\/S0005-1098(02)00270-4_BIB9","doi-asserted-by":"crossref","first-page":"473","DOI":"10.1137\/0309035","article-title":"Stochastic control for small noise intensities","volume":"9","author":"Fleming","year":"1971","journal-title":"SIAM Journal on Control and Optimization"},{"year":"1993","series-title":"Controlled Markov processes and viscosity solutions","author":"Fleming","key":"10.1016\/S0005-1098(02)00270-4_BIB10"},{"issue":"2","key":"10.1016\/S0005-1098(02)00270-4_BIB11","doi-asserted-by":"crossref","first-page":"293","DOI":"10.1512\/iumj.1989.38.38015","article-title":"On the existence of value functions of two player, zero-sum stochastic differential games","volume":"38","author":"Fleming","year":"1989","journal-title":"Indiana University Mathematics Journal"},{"key":"10.1016\/S0005-1098(02)00270-4_BIB12","doi-asserted-by":"crossref","first-page":"401","DOI":"10.1007\/BF02134013","article-title":"Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games","volume":"5","author":"James","year":"1992","journal-title":"Mathematics of Control, Signals and Systems"},{"key":"10.1016\/S0005-1098(02)00270-4_BIB13","doi-asserted-by":"crossref","first-page":"21","DOI":"10.1016\/S0167-6911(97)00058-3","article-title":"A quasi-separation theorem for LQG optimal control with IQ constraints","volume":"32","author":"Lim","year":"1997","journal-title":"Systems & Control Letters"},{"issue":"7","key":"10.1016\/S0005-1098(02)00270-4_BIB14","doi-asserted-by":"crossref","first-page":"1359","DOI":"10.1109\/9.774108","article-title":"Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights","volume":"44","author":"Lim","year":"1999","journal-title":"IEEE Transactions on Automatic Control"},{"issue":"4","key":"10.1016\/S0005-1098(02)00270-4_BIB15","doi-asserted-by":"crossref","first-page":"563","DOI":"10.1109\/9.917658","article-title":"Risk-sensitive control with HARA utility","volume":"46","author":"Lim","year":"2001","journal-title":"IEEE Transactions on Automatic Control"},{"year":"1999","series-title":"Stochastic controls: Hamiltonian systems and HJB equations","author":"Yong","key":"10.1016\/S0005-1098(02)00270-4_BIB16"},{"key":"10.1016\/S0005-1098(02)00270-4_BIB17","first-page":"11","article-title":"Cone convexity, cone extreme points and nondominated solutions in decision problems with multiple objectives","volume":"7","author":"Yu","year":"1971","journal-title":"Journal of Optimisation Theory and Applications"}],"container-title":["Automatica"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0005109802002704?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0005109802002704?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2019,3,29]],"date-time":"2019-03-29T23:28:52Z","timestamp":1553902132000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0005109802002704"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2003,3]]},"references-count":17,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2003,3]]}},"alternative-id":["S0005109802002704"],"URL":"https:\/\/doi.org\/10.1016\/s0005-1098(02)00270-4","relation":{},"ISSN":["0005-1098"],"issn-type":[{"type":"print","value":"0005-1098"}],"subject":[],"published":{"date-parts":[[2003,3]]}}}