Matches in SemOpenAlex for { <https://semopenalex.org/work/W4298837112> ?p ?o ?g. }
Showing items 1 to 78 of
78
with 100 items per page.
- W4298837112 abstract "We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterise the value function via HJB equation and obtain an optimal Markov control. We do the same for infinite horizon discounted cost case. In the infinite horizon average cost case we establish the existence of an optimal stationary control under certain Lyapunov condition. We also develop a policy iteration algorithm for finding an optimal control." @default.
- W4298837112 created "2022-10-02" @default.
- W4298837112 creator A5011541884 @default.
- W4298837112 creator A5039542358 @default.
- W4298837112 date "2014-09-14" @default.
- W4298837112 modified "2023-10-03" @default.
- W4298837112 title "Risk-sensitive control of continuous time Markov chains" @default.
- W4298837112 doi "https://doi.org/10.48550/arxiv.1409.4032" @default.
- W4298837112 hasPublicationYear "2014" @default.
- W4298837112 type Work @default.
- W4298837112 citedByCount "0" @default.
- W4298837112 crossrefType "posted-content" @default.
- W4298837112 hasAuthorship W4298837112A5011541884 @default.
- W4298837112 hasAuthorship W4298837112A5039542358 @default.
- W4298837112 hasBestOaLocation W42988371121 @default.
- W4298837112 hasConcept C105795698 @default.
- W4298837112 hasConcept C106189395 @default.
- W4298837112 hasConcept C121332964 @default.
- W4298837112 hasConcept C126255220 @default.
- W4298837112 hasConcept C14646407 @default.
- W4298837112 hasConcept C154945302 @default.
- W4298837112 hasConcept C158622935 @default.
- W4298837112 hasConcept C159176650 @default.
- W4298837112 hasConcept C159886148 @default.
- W4298837112 hasConcept C170131372 @default.
- W4298837112 hasConcept C196978813 @default.
- W4298837112 hasConcept C2524010 @default.
- W4298837112 hasConcept C2775924081 @default.
- W4298837112 hasConcept C28761237 @default.
- W4298837112 hasConcept C28826006 @default.
- W4298837112 hasConcept C33923547 @default.
- W4298837112 hasConcept C41008148 @default.
- W4298837112 hasConcept C55689738 @default.
- W4298837112 hasConcept C60640748 @default.
- W4298837112 hasConcept C62520636 @default.
- W4298837112 hasConcept C72434380 @default.
- W4298837112 hasConcept C91575142 @default.
- W4298837112 hasConcept C98763669 @default.
- W4298837112 hasConceptScore W4298837112C105795698 @default.
- W4298837112 hasConceptScore W4298837112C106189395 @default.
- W4298837112 hasConceptScore W4298837112C121332964 @default.
- W4298837112 hasConceptScore W4298837112C126255220 @default.
- W4298837112 hasConceptScore W4298837112C14646407 @default.
- W4298837112 hasConceptScore W4298837112C154945302 @default.
- W4298837112 hasConceptScore W4298837112C158622935 @default.
- W4298837112 hasConceptScore W4298837112C159176650 @default.
- W4298837112 hasConceptScore W4298837112C159886148 @default.
- W4298837112 hasConceptScore W4298837112C170131372 @default.
- W4298837112 hasConceptScore W4298837112C196978813 @default.
- W4298837112 hasConceptScore W4298837112C2524010 @default.
- W4298837112 hasConceptScore W4298837112C2775924081 @default.
- W4298837112 hasConceptScore W4298837112C28761237 @default.
- W4298837112 hasConceptScore W4298837112C28826006 @default.
- W4298837112 hasConceptScore W4298837112C33923547 @default.
- W4298837112 hasConceptScore W4298837112C41008148 @default.
- W4298837112 hasConceptScore W4298837112C55689738 @default.
- W4298837112 hasConceptScore W4298837112C60640748 @default.
- W4298837112 hasConceptScore W4298837112C62520636 @default.
- W4298837112 hasConceptScore W4298837112C72434380 @default.
- W4298837112 hasConceptScore W4298837112C91575142 @default.
- W4298837112 hasConceptScore W4298837112C98763669 @default.
- W4298837112 hasLocation W42988371121 @default.
- W4298837112 hasLocation W42988371122 @default.
- W4298837112 hasOpenAccess W4298837112 @default.
- W4298837112 hasPrimaryLocation W42988371121 @default.
- W4298837112 hasRelatedWork W2008784413 @default.
- W4298837112 hasRelatedWork W2117282672 @default.
- W4298837112 hasRelatedWork W2149234139 @default.
- W4298837112 hasRelatedWork W2937181779 @default.
- W4298837112 hasRelatedWork W2949918558 @default.
- W4298837112 hasRelatedWork W3095122676 @default.
- W4298837112 hasRelatedWork W4205872880 @default.
- W4298837112 hasRelatedWork W4287200130 @default.
- W4298837112 hasRelatedWork W4297940580 @default.
- W4298837112 hasRelatedWork W4298837112 @default.
- W4298837112 isParatext "false" @default.
- W4298837112 isRetracted "false" @default.
- W4298837112 workType "article" @default.