Certainty equivalent control of discrete time Markov processes with the average reward functional

DOI10.1016/j.sysconle.2023.105627zbMath1530.93251OpenAlexW4386775462MaRDI QIDQ6069647

Łukasz Stettner

Publication date: 14 November 2023

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2023.105627

zbMATH Keywords

Bellman equationcontrolled Markov processlong run risk sensitive functional

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

Cites Work

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