Risk-sensitive control of pure jump process on countable space with near monotone cost (Q2441391): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s00245-013-9208-2 / rank
 
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Latest revision as of 12:53, 7 July 2024

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Risk-sensitive control of pure jump process on countable space with near monotone cost
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    Risk-sensitive control of pure jump process on countable space with near monotone cost (English)
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    24 March 2014
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    risk-sensitive control
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    controlled Markov chain
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    multiplicative dynamic programming principle
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    Harnack's inequality
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    near monotone cost
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