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Publication:3552449
zbMath1190.93104MaRDI QIDQ3552449
Publication date: 22 April 2010
Full work available at URL: https://eudml.org/doc/37699
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
first return timediscounted approachpossibly transient Markov chainsuniqueness of solutions to the multiplicative Poisson equation
Discrete-time Markov processes on general state spaces (60J05) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
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Risk-sensitive average equilibria for discrete-time stochastic games ⋮ Local Poisson equations associated with the Varadhan functional ⋮ Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains
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