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

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Revision as of 09:50, 19 February 2024

scientific article; zbMATH DE number 7268453
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English
Long-Run Risk-Sensitive Impulse Control
scientific article; zbMATH DE number 7268453

    Statements

    Long-Run Risk-Sensitive Impulse Control (English)
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    30 October 2020
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    impulse control
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    Bellman equation
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    risk-sensitive control
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    multiplicative Poisson equation
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    risk-sensitive criterion
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