A note on risk-sensitive control of invariant models
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Publication:2382591
DOI10.1016/j.sysconle.2007.06.006zbMath1120.49020OpenAlexW2132822315MaRDI QIDQ2382591
Publication date: 1 October 2007
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2007.06.006
Dynamic programming in optimal control and differential games (49L20) Optimality conditions for problems involving randomness (49K45)
Related Items (3)
Average optimality for risk-sensitive control with general state space ⋮ A Variational Formula for Risk-Sensitive Reward ⋮ Unnamed Item
Cites Work
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- Risk-sensitive linear/quadratic/gaussian control
- Invariant problems in discounted dynamic programming
- Average Optimality in Dynamic Programming with General State Space
- Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
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