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scientific article; zbMATH DE number 5066262
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scientific article; zbMATH DE number 5066262

    Statements

    publication date
    23 October 2006
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    Mathematics Subject Classification ID
    91B30
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    93E20
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    60J05
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    93C55
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    zbMATH DE Number
    5066262
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    zbMATH Keywords
    risk sensitive control
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    discrete-time Markov processes
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    splitting
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    Poisson equation
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    Bellman equation
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    author
    Giovanni B. Di Masi
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    Łukasz Stettner
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