Infinite horizon risk sensitive control of discrete time Markov processes with small risk (Q1575293)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon risk sensitive control of discrete time Markov processes with small risk |
scientific article |
Statements
Infinite horizon risk sensitive control of discrete time Markov processes with small risk (English)
0 references
21 August 2000
0 references
risk sensitive control
0 references
ergodic cost functional
0 references
small risk factor
0 references
discrete-time controlled Markov processes
0 references
existence and uniqueness of the solution to the Bellman equation
0 references
0 references
