Risk sensitive control of Markov processes in countable state space
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Publication:1350178
DOI10.1016/S0167-6911(96)00051-5zbMath0866.93101MaRDI QIDQ1350178
Steven I. Marcus, Daniel Hernández-Hernández
Publication date: 27 February 1997
Published in: Systems \& Control Letters (Search for Journal in Brave)
dynamic programming; Markov processes; discrete-time; Stochastic control; Isaacs equation; Risk-sensitive control; Average cost; denumerable state space; infinite horizon risk-sensitive control; Stochastic dynamic games; vanishing discount method
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