Long-Run Risk-Sensitive Impulse Control
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Publication:5130920
DOI10.1137/19M1305355zbMath1451.93417arXiv1912.02488OpenAlexW3061240741MaRDI QIDQ5130920
Marcin Pitera, Damian Jelito, Łukasz Stettner
Publication date: 30 October 2020
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.02488
Bellman equationrisk-sensitive controlimpulse controlmultiplicative Poisson equationrisk-sensitive criterion
Continuous-time Markov processes on general state spaces (60J25) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Impulsive optimal control problems (49N25)
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