Risk-sensitive control of continuous time Markov chains (Q2811098)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive control of continuous time Markov chains |
scientific article |
Statements
Risk-sensitive control of continuous time Markov chains (English)
0 references
10 June 2016
0 references
risk-sensitive control
0 references
finite horizon problem
0 references
infinite horizon discounted cost
0 references
infinite horizon average cost
0 references
multiplicative ergodic theorem
0 references
HJB equation
0 references
Poisson equation
0 references
policy improvement algorithm
0 references
0 references
0 references
0 references
0 references
0 references
