Risk-sensitive ergodic control of continuous time Markov processes with denumerable state space (Q3194570)
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scientific article; zbMATH DE number 6496698
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| English | Risk-sensitive ergodic control of continuous time Markov processes with denumerable state space |
scientific article; zbMATH DE number 6496698 |
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Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (English)
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20 October 2015
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risk-sensitive control
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controlled Markov chain
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multiplicative dynamic programming principle
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twisted kernel
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geometric ergodicity
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0.8914333581924438
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0.8896077275276184
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0.873528242111206
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0.8546571135520935
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0.8544875979423523
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