Affine Monotonic and Risk-Sensitive Models in Dynamic Programming

DOI10.1109/TAC.2019.2896049zbMath1482.90237arXiv1608.01393OpenAlexW2963213435MaRDI QIDQ5228296

Dimitri P. Bertsekas

Publication date: 12 August 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.01393

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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Robust shortest path planning and semicontractive dynamic programming ⋮ Stable Optimal Control and Semicontractive Dynamic Programming

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