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