Ergodic type Bellman equations of risk-sensitive control with large parameters and their singular limits

Asymptotic Analysis

Volumn 20, Issue 3-4, 1999, Pages 279-299

  Kaise, Hidehiro ^a   Nagai, Hideo ^a  

^a OSAKA UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

DYNAMIC PROGRAMMING; NONLINEAR EQUATIONS; PARTIAL DIFFERENTIAL EQUATIONS;

BELLMAN EQUATIONS; ERGODICS; EXISTENCE OF SOLUTIONS; FIRST ORDER; GENERALISATION; H ∞ CONTROL; NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS; RISK SENSITIVE CONTROL; SINGULAR LIMITS;

ASYMPTOTIC ANALYSIS;

EID: 0042543977     PISSN: 09217134     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

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11. M. Reed and B. Simon, Methods of Modern Mathematical Physics, Vol. IV, Analysis of Operators, Academic Press, New York, 1978.