Long-run risk sensitive dyadic impulse control (Q2045108)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-run risk sensitive dyadic impulse control |
scientific article |
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Long-run risk sensitive dyadic impulse control (English)
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11 August 2021
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impulse control
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Bellman equation
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non-uniformly ergodic Markov process
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weight norm
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risk sensitive control
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entropic risk measure
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