Average optimality for risk-sensitive control with general state space

Annals of Applied Probability

Volumn 17, Issue 2, 2007, Pages 654-675

  Jaskiewicz, Anna ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Average cost optimality inequality; Borel state space; Risk sensitive control

Indexed keywords

EID: 51149100151     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051606000000790     Document Type: Article

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