Risk sensitive control of pure jump processes on a general state space
Author:
Affiliation:
1. Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati, India
2. Department of Mathematics, Indian Institute of Science, Bangalore, India
Funder
UGC Centre for Advanced Study
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2018.1521413
Reference18 articles.
1. Weak Markov solutions of stochastic equations
2. Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
3. From Markov Chains to Non-Equilibrium Particle Systems
4. Infinite horizon risk sensitive control of discrete time Markov processes with small risk
5. Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
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