On risk sensitive control of regular step Markov processes

Roman Sadowy

Applicationes Mathematicae (2001)

  • Volume: 28, Issue: 3, page 271-279
  • ISSN: 1233-7234

Abstract

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Risk-sensitive control problem of regular step Markov processes is considered, firstly when the control parameters are changed at shift times and then in the general case.

How to cite

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Roman Sadowy. "On risk sensitive control of regular step Markov processes." Applicationes Mathematicae 28.3 (2001): 271-279. <http://eudml.org/doc/279523>.

@article{RomanSadowy2001,
abstract = {Risk-sensitive control problem of regular step Markov processes is considered, firstly when the control parameters are changed at shift times and then in the general case.},
author = {Roman Sadowy},
journal = {Applicationes Mathematicae},
keywords = {risk-sensitive ergodic control; Bellman equation; Markov jump processes; regular step processes; existence of optimal control},
language = {eng},
number = {3},
pages = {271-279},
title = {On risk sensitive control of regular step Markov processes},
url = {http://eudml.org/doc/279523},
volume = {28},
year = {2001},
}

TY - JOUR
AU - Roman Sadowy
TI - On risk sensitive control of regular step Markov processes
JO - Applicationes Mathematicae
PY - 2001
VL - 28
IS - 3
SP - 271
EP - 279
AB - Risk-sensitive control problem of regular step Markov processes is considered, firstly when the control parameters are changed at shift times and then in the general case.
LA - eng
KW - risk-sensitive ergodic control; Bellman equation; Markov jump processes; regular step processes; existence of optimal control
UR - http://eudml.org/doc/279523
ER -

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