Long-Run Risk-Sensitive Impulse Control (Q5130920): Difference between revisions

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-Łukasz Stettner
@@ Property / author: Łukasz Stettner / rank @@
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@@ Property / author @@
+Łukasz Stettner
@@ Property / author: Łukasz Stettner / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / arXiv ID @@
+.02488
@@ Property / arXiv ID: 1912.02488 / rank @@
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@@ Property / cites work @@
+A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$
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+Zero-Sum Markov Games with Impulse Controls
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+Markov decision processes with applications to finance.
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+A General Verification Result for Stochastic Impulse Control Problems
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+Risk-sensitive dynamic asset management
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+Impulse Control of Multidimensional Jump Diffusions
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+Ergodic control of reflected diffusions with jumps
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+On Some Impulse Control Problems with Constraint
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+On Some Ergodic Impulse Control Problems with Constraint
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+Stopping problems of certain multiplicative functionals and optimal investment with transaction costs
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+Long run risk sensitive portfolio with general factors
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+On Some Impulse Control Problems with Long Run Average Cost
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+On risk-sensitive ergodic impulsive control of Markov processes
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+Q4172681
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+On impulsive control with long run average cost criterion
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+Neural Approximations for Optimal Control and Decision
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+W3061240741
@@ Property / OpenAlex ID: W3061240741 / rank @@
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