Infinite horizon risk sensitive control of discrete time Markov processes with small risk
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Publication:1575293
DOI10.1016/S0167-6911(99)00118-8zbMath0977.93083OpenAlexW2048220997MaRDI QIDQ1575293
Łukasz Stettner, Giovanni B. Di Masi
Publication date: 21 August 2000
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(99)00118-8
risk sensitive controlergodic cost functionaldiscrete-time controlled Markov processesexistence and uniqueness of the solution to the Bellman equationsmall risk factor
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Cites Work
- Risk sensitive control of Markov processes in countable state space
- Adaptive Markov control processes
- Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
- Risk-Sensitive Control of Finite State Machines on an Infinite Horizon I
- Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
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