Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (Q3194570)
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English | Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space |
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Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (English)
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20 October 2015
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risk-sensitive control
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controlled Markov chain
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multiplicative dynamic programming principle
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twisted kernel
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geometric ergodicity
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