Conditions for no breakdown and Bellman equations of risk-sensitive control (Q5926212): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s002450010007 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1974868038 / rank | |||
Normal rank | |||
Latest revision as of 20:58, 19 March 2024
scientific article; zbMATH DE number 1570747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditions for no breakdown and Bellman equations of risk-sensitive control |
scientific article; zbMATH DE number 1570747 |
Statements
Conditions for no breakdown and Bellman equations of risk-sensitive control (English)
0 references
28 February 2001
0 references
This paper deals with the conditions for no breakdown to occur in risk-sensitive control problems. Improving their previous results, the authors obtained a weaker assumption on the size of the risk-sensitive parameter, which guarantees the no breakdown and the existence of a nonnegative solution to its associated Bellman equation.
0 references
risk-sensitive control problems
0 references
no breakdown
0 references
nonnegative solution
0 references
Bellman equation
0 references
