A Variational Formula for Risk-Sensitive Reward (Q5737636)
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scientific article; zbMATH DE number 6722974
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Variational Formula for Risk-Sensitive Reward |
scientific article; zbMATH DE number 6722974 |
Statements
A Variational Formula for Risk-Sensitive Reward (English)
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24 May 2017
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risk-sensitive control
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Perron-Frobenius eigenvalue
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positive operators
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variational formula
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