Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space
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Publication:3194570
DOI10.1080/07362994.2015.1050674zbMath1327.93417OpenAlexW1498264163MaRDI QIDQ3194570
Publication date: 20 October 2015
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2015.1050674
risk-sensitive controlgeometric ergodicitycontrolled Markov chainmultiplicative dynamic programming principletwisted kernel
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Continuous-time Markov processes on discrete state spaces (60J27)
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