Risk-sensitive ergodic control of reflected diffusion processes in orthant (Q2041018)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive ergodic control of reflected diffusion processes in orthant |
scientific article |
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Risk-sensitive ergodic control of reflected diffusion processes in orthant (English)
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15 July 2021
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reflecting diffusion processes
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risk-sensitive criterion
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stationary control
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Hamilton-Jacobi-Bellman equation
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principal eigenvalue
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