On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions (Q2677701)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions |
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On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions (English)
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5 January 2023
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infinite-horizon risk-sensitive control
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diffusion
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multiplicative (relative) value iteration algorithm
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near monotone
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