DOIAbstract
The infinite horizon risk-sensitive control problem for non-degenerate controlled diffusions is analyzed under a 'near monotonicity' condition on the running cost that penalizes large excursions of the process
The infinite horizon risk-sensitive control problem for non-degenerate controlled diffusions is analyzed under a 'near monotonicity' condition on the running cost that penalizes large excursions of the process
The 'value' of infinite horizon risk-sensitive control is the principal eigenvalue of a certain posi...
We propose for risk sensitive control of finite Markov chains a counterpart of the popular 'actor-cr...
In this paper, we show that for arbitrary stochastic linear dynamical systems, the problem of optimi...
The infinite horizon risk-sensitive control problem for non-degenerate controlled diffusions is anal...
The existence of an optimal feedback law is established for the risk sensitive optimal control probl...
Control of nondegenerate diffusions with infinite horizon risk-sensitive criterion is studied when t...
In this article, we study risk-sensitive control problem with controlled continuous time pure jump p...
The finite time--horizon risk sensitive limit problem for continuous, nonlinear systems is considere...
The finite time--horizon risk sensitive limit problem for continuous, nonlinear systems is considere...
The existence and uniqueness of the solution to the Bellman equation for ergodic control of one-dime...
We study zero-sum games with risk-sensitive cost criterion on the infinite horizon where the state i...
We study the ergodic control problem for jump diffusion processes over R<SUP>d</SUP>. Neither the ru...
We study the relative value iteration for the ergodic control problem under a near-monotone running ...
We study risk-sensitive differential games for controlled reflecting diffusion processes in a bounde...
In this paper we are concerned with the existence of optimal stationary policies for infinite horizo...
The 'value' of infinite horizon risk-sensitive control is the principal eigenvalue of a certain posi...
We propose for risk sensitive control of finite Markov chains a counterpart of the popular 'actor-cr...
In this paper, we show that for arbitrary stochastic linear dynamical systems, the problem of optimi...
The infinite horizon risk-sensitive control problem for non-degenerate controlled diffusions is anal...
The existence of an optimal feedback law is established for the risk sensitive optimal control probl...
Control of nondegenerate diffusions with infinite horizon risk-sensitive criterion is studied when t...
In this article, we study risk-sensitive control problem with controlled continuous time pure jump p...
The finite time--horizon risk sensitive limit problem for continuous, nonlinear systems is considere...
The finite time--horizon risk sensitive limit problem for continuous, nonlinear systems is considere...
The existence and uniqueness of the solution to the Bellman equation for ergodic control of one-dime...
We study zero-sum games with risk-sensitive cost criterion on the infinite horizon where the state i...
We study the ergodic control problem for jump diffusion processes over R<SUP>d</SUP>. Neither the ru...
We study the relative value iteration for the ergodic control problem under a near-monotone running ...
We study risk-sensitive differential games for controlled reflecting diffusion processes in a bounde...
In this paper we are concerned with the existence of optimal stationary policies for infinite horizo...
The 'value' of infinite horizon risk-sensitive control is the principal eigenvalue of a certain posi...
We propose for risk sensitive control of finite Markov chains a counterpart of the popular 'actor-cr...
In this paper, we show that for arbitrary stochastic linear dynamical systems, the problem of optimi...
Add to ORKG