On the policy improvement algorithm for ergodic risk-sensitive control (Q5001563): Difference between revisions

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+On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions
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+On the Policy Iteration Algorithm for Nondegenerate Controlled Diffusions Under the Ergodic Criterion
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+An eigenvalue approach to the risk sensitive control problem in near monotone case
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+On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control
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+Remarks on risk-sensitive control problems
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+Computable bounds for geometric convergence rates of Markov chains
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+Bellman Equations of Risk-Sensitive Control
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