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

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+.02488
@@ Property / arXiv ID: 1912.02488 / rank @@
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+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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+Optimal impulse and continuous control: Method of nonlinear quasi- variational inequalities
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+Risk-sensitive dynamic asset management
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+Q3680030
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+Impulse Control of Multidimensional Jump Diffusions
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+Risk-Sensitive Investment Management
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+Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
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+Impulsive control for continuous-time Markov decision processes: a linear programming approach
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+Risk sensitive impulse control of non-Markovian processes
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+Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
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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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+Risk-sensitive reinforcement learning
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+Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models
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+Stopping problems of certain multiplicative functionals and optimal investment with transaction costs
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+Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case
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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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+Q5753295
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+Q3997540
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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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