Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (Q3194570): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/07362994.2015.1050674 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1498264163 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk sensitive control of diffusions with small running cost / 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 Optimal Control for Markov Decision Processes with Monotone Cost / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-sensitive portfolio optimization problems with fixed income securities / 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: 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: Risk-sensitive control of pure jump process on countable space with near monotone cost / rank
 
Normal rank

Latest revision as of 22:10, 10 July 2024

scientific article
Language Label Description Also known as
English
Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space
scientific article

    Statements

    Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (English)
    0 references
    0 references
    0 references
    20 October 2015
    0 references
    risk-sensitive control
    0 references
    controlled Markov chain
    0 references
    multiplicative dynamic programming principle
    0 references
    twisted kernel
    0 references
    geometric ergodicity
    0 references

    Identifiers