On risk sensitive control of regular step Markov processes

DOI10.4064/AM28-3-3MaRDI QIDQ4548949zbMATH OpenOpenAlexFDO

Authors R. Sadowy

Publication date 27 August 2002

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/am28-3-3

zbMATH Keywords

Bellman equationexistence of optimal controlMarkov jump processesregular step processesrisk-sensitive ergodic control

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Recommendations

• Risk-sensitive control of continuous time Markov chains
• Risk-sensitive Markov control processes
• Risk sensitive control of Markov processes in countable state space
• Risk-sensitive ergodic control of continuous time Markov processes with denumerable state space
• On risk-sensitive ergodic impulsive control of Markov processes
• scientific article; zbMATH DE number 1775015
• Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon

Cited in

(8)

• Process-based risk measures and risk-averse control of discrete-time systems
• Mathematical models of risk control for regenerating Markov processes
• Risk-sensitive control of pure jump process on countable space with near monotone cost
• Risk-sensitive Markov control processes
• scientific article; zbMATH DE number 1304161 (Why is no real title available?)
• Risk sensitive control of pure jump processes on a general state space
• On risk-sensitive ergodic impulsive control of Markov processes
• Discrete time risk sensitive control problem

This page was built for publication: On risk sensitive control of regular step Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4548949)