Ergodic control of diffusion processes

By Yiannis Kamarianakis. 2013

112 citations recorded by the source corpus.

Subfields: Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/cab8bf281410846f148d299b6cd339560626d83e

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In Modeling and Simulation

1. Subhamay Saha
2. Mrinal K. Ghosh

Citations in the corpus

• Risk-sensitive control of continuous time Markov chains (2014, background): “There is a vast literature on the risk neutral case, for example see [1] for controlled diffusions, [11] for continuous time MDP, [13] for discrete time MDP and the references therein.”