Risk sensitive control of Markov processes in countable state space (Q1350178)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk sensitive control of Markov processes in countable state space |
scientific article |
Statements
Risk sensitive control of Markov processes in countable state space (English)
0 references
27 February 1997
0 references
Risk-sensitive control
0 references
Stochastic dynamic games
0 references
Isaacs equation
0 references
Stochastic control
0 references
Average cost
0 references
infinite horizon risk-sensitive control
0 references
Markov processes
0 references
discrete-time
0 references
denumerable state space
0 references
dynamic programming
0 references
vanishing discount method
0 references
0 references
0 references
0 references
0 references
0 references
