“Controlled” Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae

DOI10.1007/978-981-15-5951-8_13zbMath1472.15009arXiv1903.10714OpenAlexW2924113241MaRDI QIDQ5012197

Vivek S. Borkar, Aristotle Arapostathis

Publication date: 31 August 2021

Published in: Infosys Science Foundation Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.10714

zbMATH Keywords

principal eigenvaluerisk-sensitive controlCollatz-Wielandt formulaDonsker-Vradhan functional

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear systems in control theory (93C05) Dynamic programming (90C39) Eigenvalues, singular values, and eigenvectors (15A18)

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