Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784)
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scientific article
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| English | Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions |
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Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (English)
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27 April 2018
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risk-sensitive control
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multiplicative Poisson equation
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controlled diffusions
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nonlinear eigenvalue problems
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Hamilton-Jacobi-Bellman equation
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monotonicity of principal eigenvalue
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