Existence of risk-sensitive optimal stationary policies for controlled Markov processes (Q1808696): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Daniel Hernández-Hernández / rank | |||
| Property / author | |||
| Property / author: Steven I. Marcus / rank | |||
| Property / author | |||
| Property / author: Daniel Hernández-Hernández / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Steven I. Marcus / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2057338828 / rank | |||
Normal rank | |||
Latest revision as of 18:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of risk-sensitive optimal stationary policies for controlled Markov processes |
scientific article |
Statements
Existence of risk-sensitive optimal stationary policies for controlled Markov processes (English)
0 references
15 June 2000
0 references
risk-sensitive stochastic control
0 references
dynamic games
0 references
Isaacs equation
0 references
optimal stationary policies
0 references
