Pages that link to "Item:Q5208746"
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The following pages link to A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$ (Q5208746):
Displaying 10 items.
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions (Q2059477) (← links)
- Generalized principal eigenvalues of convex nonlinear elliptic operators in \(\mathbb{R}^N\) (Q2086109) (← links)
- Ergodic risk-sensitive control for regime-switching diffusions (Q2107637) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← 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)
- “Controlled” Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae (Q5012197) (← links)
- Long-Run Risk-Sensitive Impulse Control (Q5130920) (← links)
- A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$ (Q5855517) (← links)
- Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach (Q6099691) (← links)
