Risk-sensitive control and an abstract Collatz-Wielandt formula (Q501823)

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Risk-sensitive control and an abstract Collatz-Wielandt formula
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    Risk-sensitive control and an abstract Collatz-Wielandt formula (English)
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    10 January 2017
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    controlled diffusion
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    risk-sensitive control
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    Collatz-Wielandt formula
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    Nisio semigroup
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    variational formulation
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    principal eigenvalue
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    Donsker-Varadhan functional
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