Asymptotic behavior of solutions to PDEs (35B40) Nonlinear elliptic equations (35J60) Dynamic programming in optimal control and differential games (49L20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Dynamic programming (90C39) Optimal stochastic control (93E20)
Recommendations
- Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior
- Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
- scientific article; zbMATH DE number 1070364
- Infinite horizon risk sensitive control of discrete time Markov processes with small risk
- Risk-sensitive control of an ergodic diffusion over an infinite horizon
Cited in
(31)- Some results on risk-sensitive control with full observation
- Risk-sensitive control of an ergodic diffusion over an infinite horizon
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions
- Risk-sensitive ergodic control of reflected diffusion processes in orthant
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions
- Ergodic risk-sensitive control for regime-switching diffusions
- Risk-sensitive control for a class of diffusions with jumps
- A nonzero-sum risk-sensitive stochastic differential game in the orthant
- An eigenvalue approach to the risk sensitive control problem in near monotone case
- Zero-sum risk-sensitive stochastic games on a countable state space
- Risk-sensitive control of pure jump process on countable space with near monotone cost
- A new approach to estimation of the effectiveness of control decisions under conditions of risk in ACS's
- Risk-sensitive semi-Markov decision problems with discounted cost and general utilities
- Risk-sensitive control of continuous time Markov chains
- Zero-sum risk-sensitive stochastic differential games
- scientific article; zbMATH DE number 5287160 (Why is no real title available?)
- Risk-sensitive stochastic differential games with reflecting diffusions
- Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates
- Nonzero-sum risk-sensitive stochastic differential games with discounted costs
- On the policy improvement algorithm for ergodic risk-sensitive control
- Risk-sensitive control and an abstract Collatz-Wielandt formula
- Zero-sum semi-Markov games with a probability criterion
- Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain
- Risk-sensitive control with near monotone cost
- Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach
- Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior
- Risk sensitive control of diffusions with small running cost
- Dissipativity and risk-sensitivity in control problems
- Discrete-time hybrid control with risk-sensitive discounted costs
- Continuous-time risk-sensitive reinforcement learning via quadratic variation penalty
This page was built for publication: Remarks on risk-sensitive control problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q816965)