Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property (Q5444233)

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scientific article; zbMATH DE number 5240377
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Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
scientific article; zbMATH DE number 5240377

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    Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property (English)
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    25 February 2008
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    risk sensitive control
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    discrete time Markov processes
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    splitting
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    Poisson equation
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    Bellman equation
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