Risk-sensitive ergodic control of reflected diffusion processes in orthant
type: Item
instance of: scholarly article
title: Risk-sensitive ergodic control of reflected diffusion processes in orthant
zbMATH Open document ID: 1467.93336
author: Somnath Pradhan
published in: Applied Mathematics and Optimization
publication date: 2021-07-15T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J70
zbMATH DE Number: 7371824
zbMATH Keywords: reflecting diffusion processes
zbMATH Keywords: risk-sensitive criterion
zbMATH Keywords: stationary control
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: principal eigenvalue
MaRDI profile type: Publication
full work available at URL: s00245-019-09606-w
OpenAlex ID: W2972051983
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DOI: 10.1007/S00245-019-09606-W
description: scientific article; zbMATH DE number 7371824