A Variational Formula for Risk-Sensitive Reward (Q5737636): Difference between revisions

@@ Property / OpenAlex ID @@
+W2963056098
@@ Property / OpenAlex ID: W2963056098 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.00676
@@ Property / arXiv ID: 1501.00676 / rank @@
+Normal rank
@@ Property / cites work @@
+Algorithms for sliding block codes - An application of symbolic dynamics to information theory
+Normal rank
@@ Property / cites work @@
+Q5293839
@@ Property / cites work: Q5293839 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-sensitive control and an abstract Collatz-Wielandt formula
+Normal rank
@@ Property / cites work @@
+Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
+Normal rank
@@ Property / cites work @@
+Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
+Normal rank
@@ Property / cites work @@
+Risk sensitive asset allocation
@@ Property / cites work: Risk sensitive asset allocation / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3995082
@@ Property / cites work: Q3995082 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4547443
@@ Property / cites work: Q4547443 / rank @@
+Normal rank
@@ Property / cites work @@
+Universal Portfolios
@@ Property / cites work: Universal Portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Elements of Information Theory
@@ Property / cites work: Elements of Information Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
+Normal rank
@@ Property / cites work @@
+Q4388221
@@ Property / cites work: Q4388221 / rank @@
+Normal rank
@@ Property / cites work @@
+On a Variational Formula for the Principal Eigenvalue for Operators with Maximum Principle
+Normal rank
@@ Property / cites work @@
+Fixed-point and Minimax Theorems in Locally Convex Topological Linear Spaces
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Control of Finite State Machines on an Infinite Horizon I
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Control of Finite State Machines on an Infinite Horizon II
+Normal rank
@@ Property / cites work @@
+Characterizations of the spectral radius of positive operators
+Normal rank
@@ Property / cites work @@
+Risk sensitive control of Markov processes in countable state space
+Normal rank
@@ Property / cites work @@
+Q4547444
@@ Property / cites work: Q4547444 / rank @@
+Normal rank
@@ Property / cites work @@
+Average optimality for risk-sensitive control with general state space
+Normal rank
@@ Property / cites work @@
+A note on risk-sensitive control of invariant models
+Normal rank
@@ Property / cites work @@
+A note on negative dynamic programming for risk-sensitive control
+Normal rank
@@ Property / cites work @@
+Q5786104
@@ Property / cites work: Q5786104 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Perron–Frobenius Theory
@@ Property / cites work: Nonlinear Perron–Frobenius Theory / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Symbolic Dynamics and Coding
@@ Property / cites work: An Introduction to Symbolic Dynamics and Coding / rank @@
+Normal rank
@@ Property / cites work @@
+Q4485695
@@ Property / cites work: Q4485695 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3851206
@@ Property / cites work: Q3851206 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3951115
@@ Property / cites work: Q3951115 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Perron-Frobenius problem for order-preserving mappings. I
+Normal rank
@@ Property / cites work @@
+Q4845115
@@ Property / cites work: Q4845115 / rank @@
+Normal rank
@@ Property / cites work @@
+A User's Guide to Measure Theoretic Probability
@@ Property / cites work: A User's Guide to Measure Theoretic Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Q5667036
@@ Property / cites work: Q5667036 / rank @@
+Normal rank
@@ Property / cites work @@
+On general minimax theorems
@@ Property / cites work: On general minimax theorems / rank @@
+Normal rank
@@ Property / cites work @@
+Rényi Divergence and Kullback-Leibler Divergence
@@ Property / cites work: Rényi Divergence and Kullback-Leibler Divergence / rank @@
+Normal rank
@@ Property / cites work @@
+Q4947421
@@ Property / cites work: Q4947421 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5690471
@@ Property / cites work: Q5690471 / rank @@
+Normal rank