Risk-sensitive control of discrete-time markov processes with infinite horizon

SIAM Journal on Control and Optimization

Volumn 38, Issue 1, 2000, Pages 61-76

  Masl, G B D I ^a   Stettner, L ^a  

^a UNIVERSITY OF PADOVA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

MARKOV PROCESSES; MATHEMATICAL OPERATORS; OPTIMAL CONTROL SYSTEMS; PROBABILITY; STATE SPACE METHODS; THEOREM PROVING;

BELLMAN EQUATION; DISCRETE-TIME MARKOV PROCESSES; RISK-SENSITIVE ERGODIC CONTROL;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0342757512     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (15)

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