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Long-Run Risk-Sensitive Impulse Control - MaRDI portal

Long-Run Risk-Sensitive Impulse Control (Q5130920)

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scientific article; zbMATH DE number 7268453
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English
Long-Run Risk-Sensitive Impulse Control
scientific article; zbMATH DE number 7268453

    Statements

    title
    Long-Run Risk-Sensitive Impulse Control (English)
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    author
    Damian Jelito
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    Marcin Pitera
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    Łukasz Stettner
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    publication date
    30 October 2020
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    zbMATH Keywords
    impulse control
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    Bellman equation
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    risk-sensitive control
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    multiplicative Poisson equation
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    risk-sensitive criterion
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    cites work
    Q3680030
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    Q4544929
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    Q2703816
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    Q5446922
    0 references
    Q3504645
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    Q3378055
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    Q4172681
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    Q5753295
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    Q3997540
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    Identifiers

    DOI
    10.1137/19M1305355
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    Mathematics Subject Classification ID
    93E20
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    49N25
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    93C10
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    60J25
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    zbMATH DE Number
    7268453
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    arXiv ID
    1912.02488
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    OpenAlex ID
    W3061240741
    0 references
     
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