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Latest revision as of 02:52, 12 July 2024

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Risk-sensitive control of continuous time Markov chains
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    Risk-sensitive control of continuous time Markov chains (English)
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    10 June 2016
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    risk-sensitive control
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    finite horizon problem
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    infinite horizon discounted cost
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    infinite horizon average cost
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    multiplicative ergodic theorem
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    HJB equation
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    Poisson equation
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    policy improvement algorithm
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