Existence of risk-sensitive optimal stationary policies for controlled Markov processes (Q1808696): Difference between revisions
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scientific article
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English | Existence of risk-sensitive optimal stationary policies for controlled Markov processes |
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Existence of risk-sensitive optimal stationary policies for controlled Markov processes (English)
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15 June 2000
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risk-sensitive stochastic control
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dynamic games
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Isaacs equation
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optimal stationary policies
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