Long-run risk sensitive dyadic impulse control (Q2045108)
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scientific article; zbMATH DE number 7380995
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Long-run risk sensitive dyadic impulse control |
scientific article; zbMATH DE number 7380995 |
Statements
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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0.9000576734542847
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0.8471148610115051
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0.8102008104324341
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0.781948983669281
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0.7746241092681885
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