scientific article; zbMATH DE number 792610

MaRDI QIDQ4845115zbMATH OpenFDO

Authors Toshiko Ogiwara

Publication date 18 October 1995

zbMATH Keywords

eigenvalue problemeigenvectorindecomposabilitymulti-valued resolvent mapnonlinear Perron-Frobenius problemorder-preserving compact mappingorder-preserving mappingspositive solutionsresolvent problemSobolev spacesstrongly ordered Banach spacesubhomogeneous mappings

Mathematics Subject Classification ID

Nonlinear boundary value problems for linear elliptic equations (35J65) Monotone and positive operators on ordered Banach spaces or other ordered topological vector spaces (47H07) Nonlinear spectral theory, nonlinear eigenvalue problems (47J10)

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(21)

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• Nonlinear Perron-Frobenius problem for order-preserving mappings. II: Applications
• Relative stability for ascending and positively homogeneous operators on Banach spaces
• A counterexample to a nonlinear version of the Kreĭn-Rutman theorem by R.\,Mahadevan
• A dynamical approach to the Perron-Frobenius theory and generalized Krein-Rutman type theorems
• Nonlinear extensions of the Perron-Frobenius theorem and the Krein-Rutman theorem
• Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
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• ``Controlled versions of the Collatz-Wielandt and Donsker-Varadhan formulae
• A variational formula for risk-sensitive reward
• A variational characterization of the risk-sensitive average reward for controlled diffusions on \(\mathbb{R}^d\)
• Duality between large deviation control and risk-sensitive control for Markov decision processes
• Risk-sensitivity vanishing limit for controlled Markov processes
• An optimal sequence for sub-Markov decision processes with risk sensitivity
• Risk-sensitive continuous-time stochastic games with the average criterion and a compact state space
• On maximizing probabilities for over-performing a target for Markov decision processes
• Zero-sum semi-Markov games with the risk-sensitive average reward criterion
• Risk sensitive control and large deviations for denumerable Markov decision processes
• Large deviations and optimal control for Markov decision processes
• A sharp gap for limiting threshold probabilities with application to discrimination for MDPs

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