Pages that link to "Item:Q5214999"
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The following pages link to Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion (Q5214999):
Displaying 4 items.
- Long-run risk sensitive dyadic impulse control (Q2045108) (← links)
- Markov decision processes under risk sensitivity: a discount vanishing approach (Q6146387) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
- Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior (Q6159013) (← links)