Conditions for no breakdown and Bellman equations of risk-sensitive control (Q5926212)
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scientific article; zbMATH DE number 1570747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditions for no breakdown and Bellman equations of risk-sensitive control |
scientific article; zbMATH DE number 1570747 |
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Conditions for no breakdown and Bellman equations of risk-sensitive control (English)
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28 February 2001
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This paper deals with the conditions for no breakdown to occur in risk-sensitive control problems. Improving their previous results, the authors obtained a weaker assumption on the size of the risk-sensitive parameter, which guarantees the no breakdown and the existence of a nonnegative solution to its associated Bellman equation.
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risk-sensitive control problems
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no breakdown
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nonnegative solution
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Bellman equation
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