Ergodic risk-sensitive control for regime-switching diffusions

DOI10.1016/j.sysconle.2022.105399zbMath1505.93281arXiv2207.07545OpenAlexW4309047018MaRDI QIDQ2107637

Somnath Pradhan, Anup Biswas

Publication date: 2 December 2022

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.07545

zbMATH Keywords

principal eigenvalueverification resultsswitching diffusions

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Eigenvalue problems (93B60) Optimal stochastic control (93E20)

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