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Risk-sensitive control of reflected diffusion processes on orthrant - MaRDI portal

Risk-sensitive control of reflected diffusion processes on orthrant (Q4639421)

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scientific article; zbMATH DE number 6867330
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Risk-sensitive control of reflected diffusion processes on orthrant
scientific article; zbMATH DE number 6867330

    Statements

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    9 May 2018
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    risk sensitive control
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    discounted risk-sensitive control
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    diffusion in the orthrant
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    math.OC
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