Pages that link to "Item:Q1744662"
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The following pages link to A counterexample to a nonlinear version of the Kreĭn-Rutman theorem by R.\,Mahadevan (Q1744662):
Displayed 12 items.
- Risk-sensitive control and an abstract Collatz-Wielandt formula (Q501823) (← links)
- A uniqueness result for a simple superlinear eigenvalue problem (Q2022580) (← links)
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions (Q2059477) (← links)
- Ergodic risk-sensitive control for regime-switching diffusions (Q2107637) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- Principal eigenvalues of a class of nonlinear integro-differential operators (Q2297257) (← links)
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs (Q2673514) (← links)
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
- Nonlinear and nonlocal eigenvalue problems: variational existence, decay properties, approximation, and universal scaling limits (Q3300380) (← links)
- Principal eigenvalues of fully nonlinear integro-differential elliptic equations with a drift term (Q5118953) (← links)
- Ergodic risk-sensitive control of Markov processes on countable state space revisited (Q5864585) (← links)
- Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach (Q6099691) (← links)