On risk sensitive control of regular step Markov processes

DOI10.4064/AM28-3-3zbMATH Open1009.93080OpenAlexW2047714536MaRDI QIDQ4548949

R. Sadowy

Publication date: 27 August 2002

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am28-3-3

zbMATH Keywords

Bellman equationMarkov jump processesexistence of optimal controlregular step processesrisk-sensitive ergodic control

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (2)

Risk-sensitive Markov control processes ⋮ Process-based risk measures and risk-averse control of discrete-time systems

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