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  • On the policy improvement algorithm for ergodic risk-sensitive control 
    Arapostathis, Ari; BISWAS, ANUP; PRADHAN, SOMNATH (Cambridge University Press, 2021-08)
    In this article we consider the ergodic risk-sensitive control problem for a large class of multidimensional controlled diffusions on the whole space. We study the minimization and maximization problems under either a ...