Risk-Sensitive Control of Pure Jump Process on Countable Space with Near Monotone Cost

Title
Risk-Sensitive Control of Pure Jump Process on Countable Space with Near Monotone Cost
Authors
Keywords
Risk-sensitive control, Controlled Markov chain, Multiplicative dynamic programming principle, Harnack’s inequality, Near monotone cost
Journal
APPLIED MATHEMATICS AND OPTIMIZATION
Volume 68, Issue 3, Pages 311-331
Publisher
Springer Nature
Online
2013-08-08
DOI
10.1007/s00245-013-9208-2

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