On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions (Q2677701): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.sysconle.2022.105413 / rank
 
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Latest revision as of 05:44, 31 July 2024

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On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions
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    On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions (English)
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    5 January 2023
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    infinite-horizon risk-sensitive control
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    diffusion
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    multiplicative (relative) value iteration algorithm
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    near monotone
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