Risk-sensitive control of stochastic hybrid systems on infinite time horizon
From MaRDI portal
Publication:1570013
DOI10.1155/S1024123X99001192zbMath0966.93112MaRDI QIDQ1570013
Publication date: 20 August 2001
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/48855
Related Items
Zero-Sum Risk-Sensitive Stochastic Differential Games, Risk-sensitive control with near monotone cost, Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach, Zero-sum risk-sensitive stochastic games on a countable state space, Dissipativity and risk-sensitivity in control problems, Erratum to: Risk-sensitive control with near monotone cost, Nonzero-sum risk-sensitive stochastic differential games with discounted costs