A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$ (Q5855517)
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scientific article; zbMATH DE number 7325825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$ |
scientific article; zbMATH DE number 7325825 |
Statements
A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$ (English)
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18 March 2021
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principal eigenvalue
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Donsker-Varadhan functional
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risk-sensitive criterion
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