Discrete time risk sensitive control problem
From MaRDI portal
Publication:6569386
DOI10.1016/j.sysconle.2024.105758zbMATH Open1545.93424MaRDI QIDQ6569386
Publication date: 9 July 2024
Published in: Systems \& Control Letters (Search for Journal in Brave)
Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Infinite horizon risk sensitive control of discrete time Markov processes with small risk
- A counterexample to a nonlinear version of the Kreĭn-Rutman theorem by R.\,Mahadevan
- Long-run risk sensitive dyadic impulse control
- Average optimality for risk-sensitive control with general state space
- A Course in Point Set Topology
- Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
- Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
- A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$
- Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion
- Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains
- Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
- A Variational Formula for Risk-Sensitive Reward
- A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$
- Ergodic risk-sensitive control of Markov processes on countable state space revisited
- Certainty equivalent control of discrete time Markov processes with the average reward functional
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs
Related Items (1)
This page was built for publication: Discrete time risk sensitive control problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6569386)
