Pages that link to "Item:Q5855517"
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The following pages link to A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$ (Q5855517):
Displaying 13 items.
- Generalized principal eigenvalues of convex nonlinear elliptic operators in \(\mathbb{R}^N\) (Q2086109) (← links)
- Generalized principal eigenvalues on \({\mathbb{R}}^d\) of second order elliptic operators with rough nonlocal kernels (Q2104030) (← links)
- Ergodic risk-sensitive control for regime-switching diffusions (Q2107637) (← links)
- A nonzero-sum risk-sensitive stochastic differential game in the orthant (Q2119442) (← links)
- On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions (Q2677701) (← 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)
- On the policy improvement algorithm for ergodic risk-sensitive control (Q5001563) (← 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)
- Duality between large deviation control and risk-sensitive control for Markov decision processes (Q6161353) (← links)
- Discrete time risk sensitive control problem (Q6569386) (← links)
- Risk-sensitive average Markov decision processes in general spaces (Q6576862) (← links)
