Infinite horizon risk sensitive control of discrete time Markov processes with small risk (Q1575293)

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scientific article; zbMATH DE number 1493223
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    Infinite horizon risk sensitive control of discrete time Markov processes with small risk
    scientific article; zbMATH DE number 1493223

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      Infinite horizon risk sensitive control of discrete time Markov processes with small risk (English)
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      21 August 2000
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      risk sensitive control
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      ergodic cost functional
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      small risk factor
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      discrete-time controlled Markov processes
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      existence and uniqueness of the solution to the Bellman equation
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