Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
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Publication:5444233
DOI10.1137/040618631zbMath1141.93067OpenAlexW2049826699MaRDI QIDQ5444233
Łukasz Stettner, Giovanni B. Di Masi
Publication date: 25 February 2008
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/19fd256fb3648ed7c9b1d3a879f56aaef2a903ac
Discrete-time Markov processes on general state spaces (60J05) Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
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