Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon (Q4943712)
From MaRDI portal
scientific article; zbMATH DE number 1416938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon |
scientific article; zbMATH DE number 1416938 |
Statements
Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon (English)
0 references
19 March 2000
0 references
controlled discrete-time Markov processes
0 references
exponential ergodic performance criterion
0 references
Bellman equation
0 references
infinite horizon risk sensitive control
0 references
ergodic control
0 references
