Risk-sensitive control of continuous time Markov chains (Q2811098): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2028535981 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1409.4032 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-sensitive dynamic asset management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-sensitive control with near monotone cost / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discounted MDP’s: Distribution Functions and Exponential Utility Maximization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Sensitive Control on an Infinite Time Horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio optimization in a semi-Markov modulated market / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk sensitive control of Markov processes in countable state space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive Markov control processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Sensitive Markov Decision Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Average optimality for risk-sensitive control with general state space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral theory and limit theorems for geometrically ergodic Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Remarks on risk-sensitive control problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-sensitive dynamic market share attraction games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bellman Equations of Risk-Sensitive Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997540 / rank
 
Normal rank

Latest revision as of 03:52, 12 July 2024

scientific article
Language Label Description Also known as
English
Risk-sensitive control of continuous time Markov chains
scientific article

    Statements

    Risk-sensitive control of continuous time Markov chains (English)
    0 references
    0 references
    0 references
    0 references
    10 June 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    risk-sensitive control
    0 references
    finite horizon problem
    0 references
    infinite horizon discounted cost
    0 references
    infinite horizon average cost
    0 references
    multiplicative ergodic theorem
    0 references
    HJB equation
    0 references
    Poisson equation
    0 references
    policy improvement algorithm
    0 references
    0 references
    0 references
    0 references