Long-Run Risk-Sensitive Impulse Control (Q5130920)
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scientific article; zbMATH DE number 7268453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-Run Risk-Sensitive Impulse Control |
scientific article; zbMATH DE number 7268453 |
Statements
Long-Run Risk-Sensitive Impulse Control (English)
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30 October 2020
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impulse control
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Bellman equation
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risk-sensitive control
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multiplicative Poisson equation
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risk-sensitive criterion
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