Risk-sensitive control of pure jump process on countable space with near monotone cost (Q2441391)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive control of pure jump process on countable space with near monotone cost |
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Risk-sensitive control of pure jump process on countable space with near monotone cost (English)
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24 March 2014
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risk-sensitive control
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controlled Markov chain
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multiplicative dynamic programming principle
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Harnack's inequality
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near monotone cost
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