Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion

DOI10.1080/17442500500428833zbMATH Open1101.93083OpenAlexW2043032300MaRDI QIDQ3368567FDOQ3368567

Authors: Rolando Cavazos-Cadena, Daniel Hernández-Hernández Edit this on Wikidata

Publication date: 31 January 2006

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500500428833

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zbMATH Keywords

Lipschitz normSchweitzer's transformationBirkhoff's distanceequicontinuity of the value iteration functionsreduction to a completely observable model

Mathematics Subject Classification ID

(H^infty)-control (93B36) Optimal stochastic control (93E20)

Cites Work

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• The vanishing discount approach in Markov chains with risk-sensitive criteria
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• Small Parameter Limit for Discrete-Time Partially Observed Risk-Sensitive Control Problems

Cited In (4)

• Controlled semi-Markov chains with risk-sensitive average cost criterion
• Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion
• Risk-sensitivity vanishing limit for controlled Markov processes
• A central limit theorem for normalized products of random matrices

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