Risk-sensitive control for a class of diffusions with jumps
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Publication:2108886
DOI10.1214/21-AAP1758zbMath1504.35206arXiv1910.05004OpenAlexW2979377760MaRDI QIDQ2108886
Anup Biswas, Aristotle Arapostathis
Publication date: 20 December 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.05004
Nonlinear eigenvalue problems and nonlinear spectral theory for PDEs (35P30) Diffusion processes (60J60) Stability problems for finite-dimensional Hamiltonian and Lagrangian systems (37J25) Integro-partial differential equations (35R09) PDEs in connection with control and optimization (35Q93)
Related Items
Generalized principal eigenvalues on \({\mathbb{R}}^d\) of second order elliptic operators with rough nonlocal kernels, Ergodic risk-sensitive control for regime-switching diffusions
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