Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (Q3194570)

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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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