Risk sensitive control of Markov processes in countable state space (Q1350178)

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scientific article; zbMATH DE number 983922
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English
Risk sensitive control of Markov processes in countable state space
scientific article; zbMATH DE number 983922

    Statements

    Risk sensitive control of Markov processes in countable state space (English)
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    27 February 1997
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    Risk-sensitive control
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    Stochastic dynamic games
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    Isaacs equation
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    Stochastic control
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    Average cost
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    infinite horizon risk-sensitive control
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    Markov processes
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    discrete-time
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    denumerable state space
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    dynamic programming
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    vanishing discount method
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