Risk sensitive control of Markov processes in countable state space (Q1350178): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk sensitive control of Markov processes in countable state space |
scientific article |
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Risk sensitive control of Markov processes in countable state space (English)
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27 February 1997
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Risk-sensitive control
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Stochastic dynamic games
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Isaacs equation
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Stochastic control
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Average cost
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infinite horizon risk-sensitive control
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Markov processes
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discrete-time
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denumerable state space
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dynamic programming
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vanishing discount method
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