Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon

JOURNAL ARTICLE published September 1999 in Stochastics and Stochastic Reports

Authors: G. B. Di Masi | L. Stettner

Risk sensitive control of discrete time partially observed markov processes with infinite horizon

JOURNAL ARTICLE published September 1999 in Stochastics and Stochastic Reports

Authors: G.B. Di masi | L. Sthttner

Bayesian ergodic adaptive control of discrete time markov processes

JOURNAL ARTICLE published August 1995 in Stochastics and Stochastic Reports

Authors: G. B. Dlmasi | L. Stettner

Risk-sensitive control of continuous time Markov chains

JOURNAL ARTICLE published 4 July 2014 in Stochastics

Authors: Mrinal K. Ghosh | Subhamay Saha

Risk-sensitive portfolio optimization on infinite time horizon

JOURNAL ARTICLE published January 2002 in Stochastics and Stochastic Reports

Authors: Kazutaka Kuroda | Hideo Nagai

Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes

JOURNAL ARTICLE published 4 October 2023 in Stochastics

Research funded by Swedish Energy Agency (48405-1)

Authors: M. Perninge

On the compactness method in general ergodic impulsive control of markov processes

JOURNAL ARTICLE published August 1990 in Stochastics and Stochastic Reports

Authors: Dariusz Gatarek | Lukasz Stettner

Risk sensitive control of pure jump processes on a general state space

JOURNAL ARTICLE published 17 February 2019 in Stochastics

Authors: Chandan Pal | Somnath Pradhan

Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spaces

JOURNAL ARTICLE published 31 December 2024 in Stochastics

Research funded by National Key Research and Development Program of China (2022YFA1004600) | National Natural Science Foundation of China (12301170)

Authors: Xin Guo

Risk-sensitive stopping problems for continuous-time Markov chains

JOURNAL ARTICLE published 3 April 2018 in Stochastics

Authors: Nicole Bäuerle | Anton Popp

Mean-field stochastic control with elephant memory in finite and infinite time horizon

JOURNAL ARTICLE published 3 October 2019 in Stochastics

Authors: Nacira Agram | Bernt Øksendal

Bayesian ergodic adaptive control of diffusion processes

JOURNAL ARTICLE published April 1997 in Stochastics and Stochastic Reports

Authors: G. B. Di Masp | Ł. Stettner

Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes

JOURNAL ARTICLE published June 2017 in Stochastics and Dynamics

Research funded by Science and Engineering Research Board (YSS/2014/000447 dated 20.11.2015)

Authors: P. Muthukumar | R. Deepa

Stochastic finance: Discrete time processes and risk neutral pricing

OTHER published 7 December 2004 in Asymptotic Methods in Stochastics

Authors: Reg Kulperger

Infinite horizon impulse control problem with continuous costs, numerical solutions

JOURNAL ARTICLE published 3 October 2017 in Stochastics

Authors: Hani Abidi | Rim Amami | Monique Pontier

Stochastic control of symmetric markov processes and nonlinear variational inequalities

JOURNAL ARTICLE published October 1986 in Stochastics

Authors: H. Nagai

Impulse and continuous control of piecewise deterministic Markov processes

JOURNAL ARTICLE published July 2000 in Stochastics and Stochastic Reports

Authors: O.L.V. Costa | Raymundo C.A.B.

Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Stochastics

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

Optimal impulsive control of piecewise deterministic Markov processes

JOURNAL ARTICLE published 2 October 2016 in Stochastics

Authors: F. Dufour | M. Horiguchi | A. B. Piunovskiy

Optimal stopping with continuous control of piecewise deterministic Markov processes

JOURNAL ARTICLE published July 2000 in Stochastics and Stochastic Reports

Authors: O.L.V. Costa | C.A.B. Raymundo | Dufour F.