Pages that link to "Item:Q1747784"
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The following pages link to Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784):
Displaying 26 items.
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control (Q1732995) (← links)
- Risk sensitive optimal stopping (Q2029782) (← links)
- Risk-sensitive ergodic control of reflected diffusion processes in orthant (Q2041018) (← links)
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions (Q2059477) (← links)
- Ergodic risk-sensitive control for regime-switching diffusions (Q2107637) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- A nonzero-sum risk-sensitive stochastic differential game in the orthant (Q2119442) (← links)
- Zero-sum stochastic differential games with risk-sensitive cost (Q2301679) (← links)
- Risk-sensitive semi-Markov decision problems with discounted cost and general utilities (Q2667624) (← links)
- On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions (Q2677701) (← links)
- On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems (Q2683719) (← links)
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
- Certain Liouville properties of eigenfunctions of elliptic operators (Q3120531) (← links)
- Nonzero-sum risk-sensitive stochastic differential games with discounted costs (Q4986426) (← links)
- On the relative value iteration with a risk-sensitive criterion (Q4989140) (← links)
- A variational characterization of the optimal exit rate for controlled diffusions (Q4989954) (← links)
- On the policy improvement algorithm for ergodic risk-sensitive control (Q5001563) (← links)
- Zero-sum semi-Markov games with a probability criterion (Q5086912) (← links)
- A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$ (Q5208746) (← links)
- Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant (Q5854407) (← links)
- A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$ (Q5855517) (← links)
- Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain (Q5859959) (← links)
- Ergodic risk-sensitive control of Markov processes on countable state space revisited (Q5864585) (← links)
- Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach (Q6099691) (← links)
- Asymptotics of impulse control problem with multiplicative reward (Q6166251) (← links)
- Existence of bounded solutions to multiplicative Poisson equations under mixing property (Q6562466) (← links)
