Pages that link to "Item:Q647494"
From MaRDI portal
The following pages link to Risk sensitive control of diffusions with small running cost (Q647494):
Displaying 11 items.
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control (Q1732995) (← links)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← 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)
- Zero-sum stochastic differential games with risk-sensitive cost (Q2301679) (← links)
- An eigenvalue approach to the risk sensitive control problem in near monotone case (Q2430963) (← links)
- Zero-Sum Risk-Sensitive Stochastic Differential Games (Q2925338) (← links)
- Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (Q3194570) (← links)
- On the policy improvement algorithm for ergodic risk-sensitive control (Q5001563) (← links)
- Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach (Q6099691) (← links)
