Infinite horizon risk sensitive control of discrete time Markov processes with small risk (Q1575293): Difference between revisions
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Revision as of 09:50, 19 February 2024
scientific article
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English | Infinite horizon risk sensitive control of discrete time Markov processes with small risk |
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Infinite horizon risk sensitive control of discrete time Markov processes with small risk (English)
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21 August 2000
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risk sensitive control
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ergodic cost functional
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small risk factor
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discrete-time controlled Markov processes
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existence and uniqueness of the solution to the Bellman equation
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