Pages that link to "Item:Q4862442"

The following pages link to Risk-Sensitive Control on an Infinite Time Horizon (Q4862442):

Displaying 50 items.

• Strong convergence of asymptotically pseudocontractive semigroup by viscosity iteration (Q298427) (← links)
• Dissipative stochastic differential systems with risk-sensitive storage function and control design problems (Q404199) (← links)
• Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469) (← links)
• Abstract, classic, and explicit turnpikes (Q471171) (← links)
• Nonequilibrium Markov processes conditioned on large deviations (Q496165) (← links)
• Risk-sensitive control and an abstract Collatz-Wielandt formula (Q501823) (← links)
• Risk-sensitive control with near monotone cost (Q607556) (← links)
• Risk sensitive control of diffusions with small running cost (Q647494) (← links)
• Dissipativity and risk-sensitivity in control problems (Q650071) (← links)
• Optimal control of molecular dynamics using Markov state models (Q715243) (← links)
• Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
• Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime (Q744384) (← links)
• Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
• The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces (Q964743) (← links)
• Risk-sensitive portfolio optimization problems with fixed income securities (Q1035912) (← links)
• Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria (Q1044213) (← links)
• Risk-sensitivity conditions for stochastic uncertain model validation (Q1049165) (← links)
• Robust/\(H_{\infty}\) filtering for nonlinear systems (Q1129116) (← links)
• A uniqueness result for the Isaacs equation corresponding to nonlinear \(H_\infty\) control (Q1276395) (← links)
• Risk sensitive control of Markov processes in countable state space (Q1350178) (← links)
• Connections between stochastic control and dynamic games (Q1356624) (← links)
• Hierarchical production control in a stochastic manufacturing system with long-run average cost (Q1378664) (← links)
• Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential (Q1381574) (← links)
• Phase transitions and metastability in Markovian and molecular systems (Q1431561) (← links)
• Optimal long term growth rate of expected utility of wealth (Q1578591) (← links)
• Hierarchical production control in a stochastic \(N\)-machine flowshop with long-run average cost. (Q1589961) (← links)
• Hierarchical production control in dynamic stochastic jobshops with long-run average cost (Q1594870) (← links)
• Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
• An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← 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 control of the lifetime ruin problem (Q1754659) (← links)
• Risk-sensitive control and an optimal investment model. II. (Q1872384) (← links)
• Robust control and differential games on a finite time horizon (Q1906513) (← links)
• The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems (Q1913679) (← links)
• Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
• Long-run risk sensitive dyadic impulse control (Q2045108) (← links)
• Robust designs through risk sensitivity: an overview (Q2070005) (← links)
• Ergodic risk-sensitive control for regime-switching diffusions (Q2107637) (← links)
• Convergence rates of large-time sensitivities with the Hansen-Scheinkman decomposition (Q2120590) (← links)
• Regime switching optimal growth model with risk sensitive preferences (Q2164326) (← links)
• Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
• Zero-sum stochastic differential games with risk-sensitive cost (Q2301679) (← links)
• Twisted probabilities, uncertainty, and prices (Q2305982) (← links)
• Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains (Q2379184) (← links)
• Ergodic type Bellman equations of first order with quadratic Hamiltonian (Q2391247) (← links)
• Saddle points of discrete Markov zero-sum game with stopping (Q2391503) (← links)
• Asymptotics of robust utility maximization (Q2428048) (← links)
• Portfolios and risk premia for the long run (Q2428051) (← links)
• An eigenvalue approach to the risk sensitive control problem in near monotone case (Q2430963) (← links)