Risk-Sensitive Ergodic Control of Reflected Diffusion Processes in Orthant
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
https://link.springer.com/content/pdf/10.1007/s00245-019-09606-w.pdf
Reference35 articles.
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4. Arapostathis, A., Borkar, V.S., Ghosh, M.K.: Ergodic Control of Diffusion Processes. Cambridge University Press, Cambridge (2012)
5. Arapostathis, A., Biswas, A. and Saha, S. Strict monotonicity of principal eigenvalues of elliptic operators in$$\mathbb{R}^{d}$$and risk-sensitive control,J.Math.Pures Appl. (2018), to appear, available at arXiv:1704.02571
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