Pages that link to "Item:Q5737636"
From MaRDI portal
The following pages link to A Variational Formula for Risk-Sensitive Reward (Q5737636):
Displaying 14 items.
- A convergent hierarchy of non-linear eigenproblems to compute the joint spectral radius of nonnegative matrices (Q827557) (← links)
- Spectral inequalities for nonnegative tensors and their tropical analogues (Q2022392) (← links)
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control (Q2082497) (← links)
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770) (← links)
- A game theory approach to the existence and uniqueness of nonlinear Perron-Frobenius eigenvectors (Q2281568) (← links)
- The operator approach to entropy games (Q2321934) (← links)
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← 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 Convex Programming Approach to Solve Posynomial Systems (Q5041057) (← links)
- A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$ (Q5855517) (← links)
- Duality between large deviation control and risk-sensitive control for Markov decision processes (Q6161353) (← links)
- Risk-sensitivity vanishing limit for controlled Markov processes (Q6186677) (← links)
