A Variational Formula for Risk-Sensitive Reward (Q5737636)

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scientific article; zbMATH DE number 6722974
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A Variational Formula for Risk-Sensitive Reward
scientific article; zbMATH DE number 6722974

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    A Variational Formula for Risk-Sensitive Reward (English)
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    24 May 2017
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    risk-sensitive control
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    Perron-Frobenius eigenvalue
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    positive operators
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    variational formula
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