Pages that link to "Item:Q501823"
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The following pages link to Risk-sensitive control and an abstract Collatz-Wielandt formula (Q501823):
Displaying 13 items.
- Global algorithms for maximal eigenpair (Q1690469) (← links)
- A counterexample to a nonlinear version of the Kreĭn-Rutman theorem by R.\,Mahadevan (Q1744662) (← links)
- A nonzero-sum risk-sensitive stochastic differential game in the orthant (Q2119442) (← links)
- Principal eigenvalues of a class of nonlinear integro-differential operators (Q2297257) (← links)
- On the relative value iteration with a risk-sensitive criterion (Q4989140) (← links)
- A variational characterization of the optimal exit rate for controlled diffusions (Q4989954) (← links)
- “Controlled” Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae (Q5012197) (← links)
- A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$ (Q5208746) (← links)
- A Variational Formula for Risk-Sensitive Reward (Q5737636) (← links)
- Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant (Q5854407) (← links)
- A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$ (Q5855517) (← links)
- Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain (Q5859959) (← links)
- Asymptotics of impulse control problem with multiplicative reward (Q6166251) (← links)
