An eigenvalue approach to the risk sensitive control problem in near monotone case (Q2430963): Difference between revisions
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Revision as of 01:30, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An eigenvalue approach to the risk sensitive control problem in near monotone case |
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An eigenvalue approach to the risk sensitive control problem in near monotone case (English)
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8 April 2011
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risk sensitive control
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controlled diffusions
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nonlinear eigenvalue problem
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Hamilton-Jacobi-Bellman equation
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optimal Markov control
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