Risk-sensitive ergodic control of continuous time Markov processes with denumerable state space
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Recommendations
- Ergodic risk-sensitive control of Markov processes on countable state space revisited
- Risk-sensitive control of continuous time Markov chains
- Risk sensitive control of Markov processes in countable state space
- Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space
- Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
Cites work
- Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
- Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
- Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses
- Risk sensitive control of diffusions with small running cost
- Risk sensitive control of Markov processes in countable state space
- Risk-sensitive control of pure jump process on countable space with near monotone cost
- Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
- Risk-sensitive portfolio optimization problems with fixed income securities
- Spectral theory and limit theorems for geometrically ergodic Markov processes
Cited in
(32)- Risk sensitive control of Markov processes in countable state space
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions
- Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria
- Ergodic risk-sensitive control for regime-switching diffusions
- Risk-sensitive control for a class of diffusions with jumps
- Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space
- Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
- Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
- Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion
- Risk-sensitive control of continuous time Markov chains
- Zero-sum risk-sensitive stochastic games for continuous time Markov chains
- On risk sensitive control of regular step Markov processes
- Risk-sensitive average continuous-time Markov decision processes with unbounded rates
- Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates
- Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
- Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion
- Risk sensitive control of pure jump processes on a general state space
- Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria
- Ergodic risk-sensitive control of Markov processes on countable state space revisited
- Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space
- Duality between large deviation control and risk-sensitive control for Markov decision processes
- Optimal control of a dynamic production-inventory system with various cost criteria
- Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion
- Zero-sum risk-sensitive continuous-time stochastic games with unbounded reward and transition rates in Borel spaces
- Risk-sensitive zero-sum games for continuous-time jump processes with unbounded rates and Borel spaces
- Viscosity solutions approach to finite-horizon continuous-time Markov decision process
- Discrete-time hybrid control with risk-sensitive discounted costs
- Risk-sensitive first exit time control of pure jump processes with varying discount factors on a general state space
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