Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784): Difference between revisions

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Latest revision as of 13:33, 15 July 2024

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Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions
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    Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (English)
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    27 April 2018
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    risk-sensitive control
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    multiplicative Poisson equation
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    controlled diffusions
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    nonlinear eigenvalue problems
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    Hamilton-Jacobi-Bellman equation
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    monotonicity of principal eigenvalue
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