Infinite horizon risk sensitive control of discrete time Markov processes with small risk
type: Item
instance of: scholarly article
title: Infinite horizon risk sensitive control of discrete time Markov processes with small risk
zbMATH Open document ID: 0977.93083
DOI: 10.1016/S0167-6911(99)00118-8
published in: Systems \& Control Letters
publication date: 2000-08-21T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C55
zbMATH DE Number: 1493223
zbMATH Keywords: risk sensitive control
zbMATH Keywords: ergodic cost functional
zbMATH Keywords: small risk factor
zbMATH Keywords: discrete-time controlled Markov processes
zbMATH Keywords: existence and uniqueness of the solution to the Bellman equation
author: Giovanni Di Masi
author: Łukasz Stettner
MaRDI profile type: Publication
cites work: Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
cites work: Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
cites work: Risk-Sensitive Control of Finite State Machines on an Infinite Horizon I
cites work: Risk sensitive control of Markov processes in countable state space
cites work: Adaptive Markov control processes
full work available at URL: s0167-6911(99)00118-8
OpenAlex ID: W2048220997
description: scientific article; zbMATH DE number 1493223