On risk sensitive control of regular step Markov processes
From MaRDI portal
Publication:4548949
DOI10.4064/AM28-3-3zbMATH Open1009.93080OpenAlexW2047714536MaRDI QIDQ4548949FDOQ4548949
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
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
Markov jump processesBellman equationregular step processesexistence of optimal controlrisk-sensitive ergodic control
Cited In (7)
- Discrete time risk sensitive control problem
- On risk-sensitive ergodic impulsive control of Markov processes
- Process-based risk measures and risk-averse control of discrete-time systems
- Risk sensitive control of pure jump processes on a general state space
- Risk-sensitive control of pure jump process on countable space with near monotone cost
- Mathematical models of risk control for regenerating Markov processes
- Risk-sensitive Markov control processes
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)
