Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Risk-sensitive control of continuous time Markov chains   We study risk-sensitive control of continuous time Markov chains taking
values in discrete state space. We study both finite and infinite horizon
problems. In the finite horizon problem we characterise the value function via
HJB equation and obtain an optimal Markov control. We do the same for infinite
horizon discounted cost case. In the infinite horizon average cost case we
establish the existence of an optimal stationary control under certain Lyapunov
condition. We also develop a policy iteration algorithm for finding an optimal
control.

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The categories of this paper are: nucl-th
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The categories of this paper are: hep-th
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The categories of this paper are: hep-ex
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The categories of this paper are: stat
36
The categories of this paper are: cmp-lg
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The categories of this paper are: acc-phys
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The categories of this paper are: patt-sol
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The categories of this paper are: dg-ga
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The categories of this paper are: gr-qc
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The categories of this paper are: comp-gas
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The categories of this paper are: chem-ph
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The categories of this paper are: alg-geom
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The categories of this paper are: q-fin
0
The categories of this paper are: hep-ph
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The categories of this paper are: solv-int
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The categories of this paper are: adap-org