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On Average Risk-sensitive Markov Control Processes - MaRDI portal

On Average Risk-sensitive Markov Control Processes

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Publication:6249785

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arXiv1403.3321MaRDI QIDQ6249785

Yun Shen, Wilhelm Stannat, Klaus Obermayer

Publication date: 13 March 2014

Mathematics Subject Classification ID

Decision theory (91B06) Discrete-time Markov processes on general state spaces (60J05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Monotone and positive operators on ordered Banach spaces or other ordered topological vector spaces (47H07)

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