Pages that link to "Item:Q2430963"
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The following pages link to An eigenvalue approach to the risk sensitive control problem in near monotone case (Q2430963):
Displayed 17 items.
- Risk-sensitive control and an abstract Collatz-Wielandt formula (Q501823) (← links)
- Risk sensitive control of diffusions with small running cost (Q647494) (← links)
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control (Q1732995) (← links)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← 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)
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
- On the policy improvement algorithm for ergodic risk-sensitive control (Q5001563) (← 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 control of Markov processes on countable state space revisited (Q5864585) (← links)
- Asymptotics of impulse control problem with multiplicative reward (Q6166251) (← links)
