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Risk-sensitive control with near monotone cost - MaRDI portal

Risk-sensitive control with near monotone cost (Q607556)

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scientific article; zbMATH DE number 5818102
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English
Risk-sensitive control with near monotone cost
scientific article; zbMATH DE number 5818102

    Statements

    Risk-sensitive control with near monotone cost (English)
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    22 November 2010
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    risk-sensitive control
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    ergodic game
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    near monotonicity
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    HJB equation
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    optimal control
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    stationary Markov control
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