Existence of bounded solutions to multiplicative Poisson equations under mixing property
DOI10.1051/COCV/2024038zbMATH Open1548.90482MaRDI QIDQ6562466
Marcin Pitera, Łukasz Stettner
Publication date: 26 June 2024
Published in: European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations (Search for Journal in Brave)
Poisson equationrisk-sensitive controlmultiplicative Poisson equationconstant average costlong time horizonrisk-sensitive criterionentropic utilityergodic utility
Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Transition functions, generators and resolvents (60J35)
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