On the policy improvement algorithm for ergodic risk-sensitive control (Q5001563)
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scientific article; zbMATH DE number 7374105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the policy improvement algorithm for ergodic risk-sensitive control |
scientific article; zbMATH DE number 7374105 |
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On the policy improvement algorithm for ergodic risk-sensitive control (English)
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22 July 2021
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principal eigenvalue
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semilinear differential equations
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stochastic representation
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policy improvement
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