A central limit theorem for stochastic recursive sequences of topical operators

JOURNAL ARTICLE published 1 August 2007 in The Annals of Applied Probability

Authors: Glenn Merlet

Ecological equilibrium for restrained branching random walks

JOURNAL ARTICLE published 1 August 2007 in The Annals of Applied Probability

Authors: Daniela Bertacchi | Gustavo Posta | Fabio Zucca

Stationary distribution for dioecious branching particle systems with rapid stirring

JOURNAL ARTICLE published 1 October 2007 in The Annals of Applied Probability

Authors: Feng Yu

Integrated Risk-Sensitive, Simulation-Based and Graphical Methodologies for Estimation and Control

REPORT published 18 October 2007

Authors: Steven I. Marcus

Heavy traffic analysis of a system with parallel servers: asymptotic optimality of discrete-review policies

JOURNAL ARTICLE published 1 August 1998 in The Annals of Applied Probability

Authors: J. Michael Harrison

General notions of indexability for queueing control and asset management

JOURNAL ARTICLE published 1 June 2011 in The Annals of Applied Probability

Authors: Kevin D. Glazebrook | David J. Hodge | Chris Kirkbride

Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria

JOURNAL ARTICLE published September 2018 in Advances in Applied Probability

Authors: Yonghui Huang | Zhaotong Lian | Xianping Guo

Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space

JOURNAL ARTICLE published 3 September 2015 in Stochastic Analysis and Applications

Authors: K. Suresh Kumar | Chandan Pal

Appendix B: Linear Algebra

OTHER published 14 February 2007 in Linear State‐Space Control Systems

Linear State‐Space Control Systems

MONOGRAPH published 14 February 2007

Authors: Robert L. Williams | Douglas A. Lawrence

Chapter 5: Stochastic Calculus for General Markov SDEs: Space-Time Poisson, State-Dependent Noise, and Multidimensions

BOOK CHAPTER published January 2007 in Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation

Super contact and related optimality conditions

JOURNAL ARTICLE published October 1991 in Journal of Economic Dynamics and Control

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Appendix A: Matrix Introduction

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Jump-diffusion asset–liability management via risk-sensitive control

JOURNAL ARTICLE published July 2015 in OR Spectrum

Authors: Mark H. A. Davis | Sébastien Lleo

Sufficient Optimality Conditions in Stability Analysis for State-Constrained Optimal Control

JOURNAL ARTICLE published March 2007 in Applied Mathematics and Optimization

Authors: K. Malanowski

On the Complete Convergence of Moving Average Process with Banach Space Valued Random Elements

JOURNAL ARTICLE published June 2008 in Journal of Theoretical Probability

Authors: Tae-Sung Kim | Mi-Hwa Ko

Continuous-time zero-sum games for Markov decision processes with risk-sensitive finite-horizon cost criterio on a general state space

JOURNAL ARTICLE published 29 December 2022 in 3C Empresa. Investigación y pensamiento crítico

Authors: Subrata Golui | Chandan Pal

Weak conditions for average optimality in Markov control processes

JOURNAL ARTICLE published April 1994 in Systems & Control Letters

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Quasi-stationary distributions for Markov chains on a general state space

JOURNAL ARTICLE published December 1974 in Journal of Applied Probability

Authors: Richard. L. Tweedie

Correction: On the Average Number of Real Roots of a Random Algebraic Equation

JOURNAL ARTICLE published 1 July 1987 in The Annals of Probability

Authors: Kambiz Farahmand