Risk-sensitive control of continuous time Markov chains (Q2811098)
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scientific article; zbMATH DE number 6591418
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive control of continuous time Markov chains |
scientific article; zbMATH DE number 6591418 |
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Risk-sensitive control of continuous time Markov chains (English)
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10 June 2016
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risk-sensitive control
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finite horizon problem
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infinite horizon discounted cost
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infinite horizon average cost
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multiplicative ergodic theorem
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HJB equation
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Poisson equation
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policy improvement algorithm
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