Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space

DOI10.1080/07362994.2015.1050674zbMath1327.93417OpenAlexW1498264163MaRDI QIDQ3194570

K. Suresh Kumar, Chandan Pal

Publication date: 20 October 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2015.1050674

zbMATH Keywords

risk-sensitive controlgeometric ergodicitycontrolled Markov chainmultiplicative dynamic programming principletwisted kernel

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites Work

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