Risk-sensitive ergodic control of reflected diffusion processes in orthant (Q2041018)
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scientific article; zbMATH DE number 7371824
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| English | Risk-sensitive ergodic control of reflected diffusion processes in orthant |
scientific article; zbMATH DE number 7371824 |
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Risk-sensitive ergodic control of reflected diffusion processes in orthant (English)
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15 July 2021
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reflecting diffusion processes
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risk-sensitive criterion
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stationary control
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Hamilton-Jacobi-Bellman equation
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principal eigenvalue
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0.8848270773887634
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0.8510347604751587
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0.8466731309890747
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0.8414928317070007
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0.8286194205284119
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