Risk sensitive control of pure jump processes on a general state space (Q5086421)

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scientific article; zbMATH DE number 7553361
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Risk sensitive control of pure jump processes on a general state space
scientific article; zbMATH DE number 7553361

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    Risk sensitive control of pure jump processes on a general state space (English)
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    5 July 2022
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    Markov decision processes
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    pure jump process
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    Hamilton-Jacobi-Bellman equation
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    risk sensitive control
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    small cost
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    stationary Markov control
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