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Ergodic risk-sensitive control for regime-switching diffusions - MaRDI portal

Ergodic risk-sensitive control for regime-switching diffusions (Q2107637)

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Language	Label	Description	Also known as
English	Ergodic risk-sensitive control for regime-switching diffusions	scientific article

Statements

scholarly article

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Ergodic risk-sensitive control for regime-switching diffusions (English)

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Somnath Pradhan

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Systems \& Control Letters

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publication date

2 December 2022

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full work available at URL

https://arxiv.org/abs/2207.07545

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zbMATH Keywords

principal eigenvalue

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switching diffusions

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verification results

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MaRDI profile type

MaRDI publication profile

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Risk-Sensitive Markov Decision Processes

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Risk-Sensitive Control and an Optimal Investment Model

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On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control

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An adaptive terminal guidance scheme based on an exponential cost criterion with application to homing missile guidance

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A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$

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Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions

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Risk-sensitive control for a class of diffusions with jumps

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A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$

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An eigenvalue approach to the risk sensitive control problem in near monotone case

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Risk sensitive control of diffusions with small running cost

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Risk-Sensitive Control on an Infinite Time Horizon

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Remarks on risk-sensitive control problems

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Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control

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Risk-sensitive ergodic control of reflected diffusion processes in orthant

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Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems

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Generalizations and Properties of the Principal Eigenvalue of Elliptic Operators in Unbounded Domains

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Almost Sure Stabilization for Feedback Controls of Regime-Switching Linear Systems With a Hidden Markov Chain

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Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization

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Filtering Complex Turbulent Systems

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On the simplicity and uniqueness of positive eigenvalues admitting positive eigenfunctions for weakly coupled elliptic systems

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On the Eigenvalue Problem for Coupled Elliptic Systems

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On the eigenvalue problem for weakly coupled elliptic systems

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Harnack type estimates for nonlinear elliptic systems and applications

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Applied functional analysis. Functional analysis, Sobolev spaces and elliptic differential equations

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\(W^{2,p}\)- and \(W^{1,p}\)-estimates at the boundary for solutions of fully nonlinear, uniformly elliptic equations

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Some estimates and maximum principles for weakly coupled systems of elliptic PDE

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A counterexample to a nonlinear version of the Kreĭn-Rutman theorem by R.\,Mahadevan

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Principal eigenvalues and the Dirichlet problem for fully nonlinear elliptic operators

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.SYSCONLE.2022.105399

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Sitelinks

Mathematics(1 entry)

mardi Publication:2107637

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