Long-Run Risk-Sensitive Impulse Control (Q5130920)

From MaRDI portal
scientific article; zbMATH DE number 7268453
Language Label Description Also known as
English
Long-Run Risk-Sensitive Impulse Control
scientific article; zbMATH DE number 7268453

    Statements

    title
    Long-Run Risk-Sensitive Impulse Control (English)
    0 references
    author
    Damian Jelito
    0 references
    Marcin Pitera
    0 references
    Łukasz Stettner
    0 references
    publication date
    30 October 2020
    0 references
    zbMATH Keywords
    impulse control
    0 references
    Bellman equation
    0 references
    risk-sensitive control
    0 references
    multiplicative Poisson equation
    0 references
    risk-sensitive criterion
    0 references
    cites work
    Q3680030
    0 references
    Q4544929
    0 references
    Q2703816
    0 references
    Q5446922
    0 references
    Q3504645
    0 references
    Q3378055
    0 references
    Q4172681
    0 references
    Q5753295
    0 references
    Q3997540
    0 references

    Identifiers

    DOI
    10.1137/19M1305355
    0 references
    Mathematics Subject Classification ID
    93E20
    0 references
    49N25
    0 references
    93C10
    0 references
    60J25
    0 references
    zbMATH DE Number
    7268453
    0 references
    arXiv ID
    1912.02488
    0 references
    OpenAlex ID
    W3061240741
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5130920&oldid=37128983"
    Powered by MediaWiki