Risk-Sensitive Control of Finite State Machines on an Infinite Horizon II
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Publication:4253023
DOI10.1137/S0363012997321498zbMath0933.93078OpenAlexW4253069376MaRDI QIDQ4253023
Daniel Hernández-Hernández, Wendell H. Fleming
Publication date: 24 June 1999
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012997321498
dynamic programmingrobust controldynamic gamesnonlinear eigenvalue problemrisk-sensitive controlinformation states
Discrete-time games (91A50) (H^infty)-control (93B36) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)
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A basis theorem for a class of max-plus eigenproblems. ⋮ A central limit theorem for normalized products of random matrices ⋮ Risk-sensitivity vanishing limit for controlled Markov processes ⋮ Effects of statistical dependence on multiple testing under a hidden Markov model ⋮ Dissipativity and risk-sensitivity in control problems ⋮ A Variational Formula for Risk-Sensitive Reward ⋮ Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion ⋮ The operator approach to entropy games ⋮ Definable Zero-Sum Stochastic Games
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