Risk sensitive control of Markov processes in countable state space
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Publication:1350178
DOI10.1016/S0167-6911(96)00051-5zbMath0866.93101OpenAlexW2140282437MaRDI QIDQ1350178
Steven I. Marcus, Daniel Hernández-Hernández
Publication date: 27 February 1997
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(96)00051-5
dynamic programmingMarkov processesdiscrete-timeStochastic controlIsaacs equationRisk-sensitive controlAverage costdenumerable state spaceinfinite horizon risk-sensitive controlStochastic dynamic gamesvanishing discount method
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