Risk sensitive control of Markov processes in countable state space
type: Item
instance of: scholarly article
title: Risk sensitive control of Markov processes in countable state space
zbMATH Open document ID: 0866.93101
DOI: 10.1016/S0167-6911(96)00051-5
author: Daniel Hernández-Hernández
author: Steven I. Marcus
published in: Systems \& Control Letters
publication date: 1997-02-27T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91A60
zbMATH DE Number: 983922
zbMATH Keywords: Risk-sensitive control
zbMATH Keywords: Stochastic dynamic games
zbMATH Keywords: Isaacs equation
zbMATH Keywords: Stochastic control
zbMATH Keywords: Average cost
zbMATH Keywords: infinite horizon risk-sensitive control
zbMATH Keywords: Markov processes
zbMATH Keywords: discrete-time
zbMATH Keywords: denumerable state space
zbMATH Keywords: dynamic programming
zbMATH Keywords: vanishing discount method
MaRDI profile type: Publication
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full work available at URL: s0167-6911(96)00051-5
OpenAlex ID: W2140282437
description: scientific article; zbMATH DE number 983922